ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 19-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2008 |
19-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
115-000 |
114-100 |
-0-220 |
-0.6% |
114-080 |
High |
115-000 |
114-100 |
-0-220 |
-0.6% |
114-160 |
Low |
115-000 |
114-100 |
-0-220 |
-0.6% |
113-080 |
Close |
115-000 |
114-100 |
-0-220 |
-0.6% |
114-160 |
Range |
|
|
|
|
|
ATR |
0-131 |
0-137 |
0-006 |
4.9% |
0-000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 19-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-100 |
114-100 |
114-100 |
|
R3 |
114-100 |
114-100 |
114-100 |
|
R2 |
114-100 |
114-100 |
114-100 |
|
R1 |
114-100 |
114-100 |
114-100 |
114-100 |
PP |
114-100 |
114-100 |
114-100 |
114-100 |
S1 |
114-100 |
114-100 |
114-100 |
114-100 |
S2 |
114-100 |
114-100 |
114-100 |
|
S3 |
114-100 |
114-100 |
114-100 |
|
S4 |
114-100 |
114-100 |
114-100 |
|
|
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 |
114-100 |
2.618 |
114-100 |
1.618 |
114-100 |
1.000 |
114-100 |
0.618 |
114-100 |
HIGH |
114-100 |
0.618 |
114-100 |
0.500 |
114-100 |
0.382 |
114-100 |
LOW |
114-100 |
0.618 |
114-100 |
1.000 |
114-100 |
1.618 |
114-100 |
2.618 |
114-100 |
4.250 |
114-100 |
|
|
Fisher Pivots for day following 19-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
114-100 |
114-210 |
PP |
114-100 |
114-173 |
S1 |
114-100 |
114-137 |
|