ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 06-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2008 |
06-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
113-130 |
113-220 |
0-090 |
0.2% |
111-240 |
High |
113-130 |
113-220 |
0-090 |
0.2% |
113-300 |
Low |
113-130 |
113-220 |
0-090 |
0.2% |
111-240 |
Close |
113-130 |
113-220 |
0-090 |
0.2% |
113-300 |
Range |
|
|
|
|
|
ATR |
0-111 |
0-110 |
-0-002 |
-1.4% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 06-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-220 |
113-220 |
113-220 |
|
R3 |
113-220 |
113-220 |
113-220 |
|
R2 |
113-220 |
113-220 |
113-220 |
|
R1 |
113-220 |
113-220 |
113-220 |
113-220 |
PP |
113-220 |
113-220 |
113-220 |
113-220 |
S1 |
113-220 |
113-220 |
113-220 |
113-220 |
S2 |
113-220 |
113-220 |
113-220 |
|
S3 |
113-220 |
113-220 |
113-220 |
|
S4 |
113-220 |
113-220 |
113-220 |
|
|
Weekly Pivots for week ending 29-Feb-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-247 |
119-013 |
115-045 |
|
R3 |
117-187 |
116-273 |
114-172 |
|
R2 |
115-127 |
115-127 |
114-108 |
|
R1 |
114-213 |
114-213 |
114-044 |
115-010 |
PP |
113-067 |
113-067 |
113-067 |
113-125 |
S1 |
112-153 |
112-153 |
113-236 |
112-270 |
S2 |
111-007 |
111-007 |
113-172 |
|
S3 |
108-267 |
110-093 |
113-108 |
|
S4 |
106-207 |
108-033 |
112-235 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-220 |
2.618 |
113-220 |
1.618 |
113-220 |
1.000 |
113-220 |
0.618 |
113-220 |
HIGH |
113-220 |
0.618 |
113-220 |
0.500 |
113-220 |
0.382 |
113-220 |
LOW |
113-220 |
0.618 |
113-220 |
1.000 |
113-220 |
1.618 |
113-220 |
2.618 |
113-220 |
4.250 |
113-220 |
|
|
Fisher Pivots for day following 06-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
113-220 |
113-213 |
PP |
113-220 |
113-207 |
S1 |
113-220 |
113-200 |
|