ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 21-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2008 |
21-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
111-150 |
112-110 |
0-280 |
0.8% |
112-310 |
High |
111-150 |
112-110 |
0-280 |
0.8% |
112-310 |
Low |
111-150 |
112-110 |
0-280 |
0.8% |
112-130 |
Close |
111-150 |
112-110 |
0-280 |
0.8% |
112-130 |
Range |
|
|
|
|
|
ATR |
0-083 |
0-097 |
0-014 |
17.1% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 21-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-110 |
112-110 |
112-110 |
|
R3 |
112-110 |
112-110 |
112-110 |
|
R2 |
112-110 |
112-110 |
112-110 |
|
R1 |
112-110 |
112-110 |
112-110 |
112-110 |
PP |
112-110 |
112-110 |
112-110 |
112-110 |
S1 |
112-110 |
112-110 |
112-110 |
112-110 |
S2 |
112-110 |
112-110 |
112-110 |
|
S3 |
112-110 |
112-110 |
112-110 |
|
S4 |
112-110 |
112-110 |
112-110 |
|
|
Weekly Pivots for week ending 15-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-090 |
113-290 |
112-229 |
|
R3 |
113-230 |
113-110 |
112-180 |
|
R2 |
113-050 |
113-050 |
112-163 |
|
R1 |
112-250 |
112-250 |
112-146 |
112-220 |
PP |
112-190 |
112-190 |
112-190 |
112-175 |
S1 |
112-070 |
112-070 |
112-114 |
112-040 |
S2 |
112-010 |
112-010 |
112-097 |
|
S3 |
111-150 |
111-210 |
112-080 |
|
S4 |
110-290 |
111-030 |
112-031 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-110 |
2.618 |
112-110 |
1.618 |
112-110 |
1.000 |
112-110 |
0.618 |
112-110 |
HIGH |
112-110 |
0.618 |
112-110 |
0.500 |
112-110 |
0.382 |
112-110 |
LOW |
112-110 |
0.618 |
112-110 |
1.000 |
112-110 |
1.618 |
112-110 |
2.618 |
112-110 |
4.250 |
112-110 |
|
|
Fisher Pivots for day following 21-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
112-110 |
112-063 |
PP |
112-110 |
112-017 |
S1 |
112-110 |
111-290 |
|