ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 24-Mar-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2008 |
24-Mar-2008 |
Change |
Change % |
Previous Week |
| Open |
114-110 |
113-040 |
-1-070 |
-1.1% |
115-000 |
| High |
114-110 |
113-040 |
-1-070 |
-1.1% |
115-000 |
| Low |
114-110 |
113-040 |
-1-070 |
-1.1% |
114-100 |
| Close |
114-110 |
113-040 |
-1-070 |
-1.1% |
114-110 |
| Range |
|
|
|
|
|
| ATR |
0-128 |
0-147 |
0-019 |
14.6% |
0-000 |
| Volume |
2 |
2 |
0 |
0.0% |
6 |
|
| Daily Pivots for day following 24-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-040 |
113-040 |
113-040 |
|
| R3 |
113-040 |
113-040 |
113-040 |
|
| R2 |
113-040 |
113-040 |
113-040 |
|
| R1 |
113-040 |
113-040 |
113-040 |
113-040 |
| PP |
113-040 |
113-040 |
113-040 |
113-040 |
| S1 |
113-040 |
113-040 |
113-040 |
113-040 |
| S2 |
113-040 |
113-040 |
113-040 |
|
| S3 |
113-040 |
113-040 |
113-040 |
|
| S4 |
113-040 |
113-040 |
113-040 |
|
|
| Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-197 |
116-053 |
114-231 |
|
| R3 |
115-297 |
115-153 |
114-170 |
|
| R2 |
115-077 |
115-077 |
114-150 |
|
| R1 |
114-253 |
114-253 |
114-130 |
114-215 |
| PP |
114-177 |
114-177 |
114-177 |
114-158 |
| S1 |
114-033 |
114-033 |
114-090 |
113-315 |
| S2 |
113-277 |
113-277 |
114-070 |
|
| S3 |
113-057 |
113-133 |
114-050 |
|
| S4 |
112-157 |
112-233 |
113-309 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-040 |
|
2.618 |
113-040 |
|
1.618 |
113-040 |
|
1.000 |
113-040 |
|
0.618 |
113-040 |
|
HIGH |
113-040 |
|
0.618 |
113-040 |
|
0.500 |
113-040 |
|
0.382 |
113-040 |
|
LOW |
113-040 |
|
0.618 |
113-040 |
|
1.000 |
113-040 |
|
1.618 |
113-040 |
|
2.618 |
113-040 |
|
4.250 |
113-040 |
|
|
| Fisher Pivots for day following 24-Mar-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-040 |
113-235 |
| PP |
113-040 |
113-170 |
| S1 |
113-040 |
113-105 |
|