ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 12-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2008 |
12-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
113-080 |
113-250 |
0-170 |
0.5% |
113-300 |
High |
113-080 |
113-250 |
0-170 |
0.5% |
114-010 |
Low |
113-080 |
113-250 |
0-170 |
0.5% |
113-130 |
Close |
113-080 |
113-250 |
0-170 |
0.5% |
114-010 |
Range |
|
|
|
|
|
ATR |
0-122 |
0-126 |
0-003 |
2.8% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 12-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-250 |
113-250 |
113-250 |
|
R3 |
113-250 |
113-250 |
113-250 |
|
R2 |
113-250 |
113-250 |
113-250 |
|
R1 |
113-250 |
113-250 |
113-250 |
113-250 |
PP |
113-250 |
113-250 |
113-250 |
113-250 |
S1 |
113-250 |
113-250 |
113-250 |
113-250 |
S2 |
113-250 |
113-250 |
113-250 |
|
S3 |
113-250 |
113-250 |
113-250 |
|
S4 |
113-250 |
113-250 |
113-250 |
|
|
Weekly Pivots for week ending 07-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-223 |
115-157 |
114-120 |
|
R3 |
115-023 |
114-277 |
114-065 |
|
R2 |
114-143 |
114-143 |
114-047 |
|
R1 |
114-077 |
114-077 |
114-028 |
114-110 |
PP |
113-263 |
113-263 |
113-263 |
113-280 |
S1 |
113-197 |
113-197 |
113-312 |
113-230 |
S2 |
113-063 |
113-063 |
113-293 |
|
S3 |
112-183 |
112-317 |
113-275 |
|
S4 |
111-303 |
112-117 |
113-220 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-250 |
2.618 |
113-250 |
1.618 |
113-250 |
1.000 |
113-250 |
0.618 |
113-250 |
HIGH |
113-250 |
0.618 |
113-250 |
0.500 |
113-250 |
0.382 |
113-250 |
LOW |
113-250 |
0.618 |
113-250 |
1.000 |
113-250 |
1.618 |
113-250 |
2.618 |
113-250 |
4.250 |
113-250 |
|
|
Fisher Pivots for day following 12-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
113-250 |
113-247 |
PP |
113-250 |
113-243 |
S1 |
113-250 |
113-240 |
|