ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 26-Feb-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2008 |
26-Feb-2008 |
Change |
Change % |
Previous Week |
Open |
111-240 |
112-020 |
0-100 |
0.3% |
111-250 |
High |
111-240 |
112-020 |
0-100 |
0.3% |
112-110 |
Low |
111-240 |
112-020 |
0-100 |
0.3% |
111-150 |
Close |
111-240 |
112-020 |
0-100 |
0.3% |
112-110 |
Range |
|
|
|
|
|
ATR |
0-103 |
0-103 |
0-000 |
-0.2% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
6 |
|
Daily Pivots for day following 26-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-020 |
112-020 |
112-020 |
|
R3 |
112-020 |
112-020 |
112-020 |
|
R2 |
112-020 |
112-020 |
112-020 |
|
R1 |
112-020 |
112-020 |
112-020 |
112-020 |
PP |
112-020 |
112-020 |
112-020 |
112-020 |
S1 |
112-020 |
112-020 |
112-020 |
112-020 |
S2 |
112-020 |
112-020 |
112-020 |
|
S3 |
112-020 |
112-020 |
112-020 |
|
S4 |
112-020 |
112-020 |
112-020 |
|
|
Weekly Pivots for week ending 22-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-217 |
114-123 |
112-264 |
|
R3 |
113-257 |
113-163 |
112-187 |
|
R2 |
112-297 |
112-297 |
112-161 |
|
R1 |
112-203 |
112-203 |
112-136 |
112-250 |
PP |
112-017 |
112-017 |
112-017 |
112-040 |
S1 |
111-243 |
111-243 |
112-084 |
111-290 |
S2 |
111-057 |
111-057 |
112-059 |
|
S3 |
110-097 |
110-283 |
112-033 |
|
S4 |
109-137 |
110-003 |
111-276 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-020 |
2.618 |
112-020 |
1.618 |
112-020 |
1.000 |
112-020 |
0.618 |
112-020 |
HIGH |
112-020 |
0.618 |
112-020 |
0.500 |
112-020 |
0.382 |
112-020 |
LOW |
112-020 |
0.618 |
112-020 |
1.000 |
112-020 |
1.618 |
112-020 |
2.618 |
112-020 |
4.250 |
112-020 |
|
|
Fisher Pivots for day following 26-Feb-2008 |
Pivot |
1 day |
3 day |
R1 |
112-020 |
112-018 |
PP |
112-020 |
112-017 |
S1 |
112-020 |
112-015 |
|