ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 31-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2008 |
31-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
113-160 |
113-240 |
0-080 |
0.2% |
113-040 |
High |
113-160 |
113-240 |
0-080 |
0.2% |
113-160 |
Low |
113-160 |
113-240 |
0-080 |
0.2% |
113-010 |
Close |
113-160 |
113-240 |
0-080 |
0.2% |
113-160 |
Range |
|
|
|
|
|
ATR |
0-128 |
0-124 |
-0-003 |
-2.7% |
0-000 |
Volume |
2,150 |
0 |
-2,150 |
-100.0% |
2,158 |
|
Daily Pivots for day following 31-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-240 |
113-240 |
113-240 |
|
R3 |
113-240 |
113-240 |
113-240 |
|
R2 |
113-240 |
113-240 |
113-240 |
|
R1 |
113-240 |
113-240 |
113-240 |
113-240 |
PP |
113-240 |
113-240 |
113-240 |
113-240 |
S1 |
113-240 |
113-240 |
113-240 |
113-240 |
S2 |
113-240 |
113-240 |
113-240 |
|
S3 |
113-240 |
113-240 |
113-240 |
|
S4 |
113-240 |
113-240 |
113-240 |
|
|
Weekly Pivots for week ending 28-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-240 |
114-190 |
113-242 |
|
R3 |
114-090 |
114-040 |
113-201 |
|
R2 |
113-260 |
113-260 |
113-188 |
|
R1 |
113-210 |
113-210 |
113-174 |
113-235 |
PP |
113-110 |
113-110 |
113-110 |
113-122 |
S1 |
113-060 |
113-060 |
113-146 |
113-085 |
S2 |
112-280 |
112-280 |
113-132 |
|
S3 |
112-130 |
112-230 |
113-119 |
|
S4 |
111-300 |
112-080 |
113-078 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-240 |
2.618 |
113-240 |
1.618 |
113-240 |
1.000 |
113-240 |
0.618 |
113-240 |
HIGH |
113-240 |
0.618 |
113-240 |
0.500 |
113-240 |
0.382 |
113-240 |
LOW |
113-240 |
0.618 |
113-240 |
1.000 |
113-240 |
1.618 |
113-240 |
2.618 |
113-240 |
4.250 |
113-240 |
|
|
Fisher Pivots for day following 31-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
113-240 |
113-208 |
PP |
113-240 |
113-177 |
S1 |
113-240 |
113-145 |
|