ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 17-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2008 |
17-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
114-160 |
115-000 |
0-160 |
0.4% |
114-080 |
| High |
114-160 |
115-000 |
0-160 |
0.4% |
114-160 |
| Low |
114-160 |
115-000 |
0-160 |
0.4% |
113-080 |
| Close |
114-160 |
115-000 |
0-160 |
0.4% |
114-160 |
| Range |
|
|
|
|
|
| ATR |
0-129 |
0-131 |
0-002 |
1.7% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
10 |
|
| Daily Pivots for day following 17-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-000 |
115-000 |
115-000 |
|
| R3 |
115-000 |
115-000 |
115-000 |
|
| R2 |
115-000 |
115-000 |
115-000 |
|
| R1 |
115-000 |
115-000 |
115-000 |
115-000 |
| PP |
115-000 |
115-000 |
115-000 |
115-000 |
| S1 |
115-000 |
115-000 |
115-000 |
115-000 |
| S2 |
115-000 |
115-000 |
115-000 |
|
| S3 |
115-000 |
115-000 |
115-000 |
|
| S4 |
115-000 |
115-000 |
115-000 |
|
|
| Weekly Pivots for week ending 14-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-267 |
117-133 |
115-060 |
|
| R3 |
116-187 |
116-053 |
114-270 |
|
| R2 |
115-107 |
115-107 |
114-233 |
|
| R1 |
114-293 |
114-293 |
114-197 |
115-040 |
| PP |
114-027 |
114-027 |
114-027 |
114-060 |
| S1 |
113-213 |
113-213 |
114-123 |
113-280 |
| S2 |
112-267 |
112-267 |
114-087 |
|
| S3 |
111-187 |
112-133 |
114-050 |
|
| S4 |
110-107 |
111-053 |
113-260 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-000 |
|
2.618 |
115-000 |
|
1.618 |
115-000 |
|
1.000 |
115-000 |
|
0.618 |
115-000 |
|
HIGH |
115-000 |
|
0.618 |
115-000 |
|
0.500 |
115-000 |
|
0.382 |
115-000 |
|
LOW |
115-000 |
|
0.618 |
115-000 |
|
1.000 |
115-000 |
|
1.618 |
115-000 |
|
2.618 |
115-000 |
|
4.250 |
115-000 |
|
|
| Fisher Pivots for day following 17-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
115-000 |
114-250 |
| PP |
115-000 |
114-180 |
| S1 |
115-000 |
114-110 |
|