ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 02-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2008 |
02-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
113-240 |
112-180 |
-1-060 |
-1.0% |
113-040 |
High |
113-240 |
112-180 |
-1-060 |
-1.0% |
113-160 |
Low |
113-240 |
112-160 |
-1-080 |
-1.1% |
113-010 |
Close |
113-240 |
112-180 |
-1-060 |
-1.0% |
113-160 |
Range |
0-000 |
0-020 |
0-020 |
|
0-150 |
ATR |
0-124 |
0-144 |
0-020 |
15.8% |
0-000 |
Volume |
0 |
1,167 |
1,167 |
|
2,158 |
|
Daily Pivots for day following 02-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-233 |
112-227 |
112-191 |
|
R3 |
112-213 |
112-207 |
112-186 |
|
R2 |
112-193 |
112-193 |
112-184 |
|
R1 |
112-187 |
112-187 |
112-182 |
112-190 |
PP |
112-173 |
112-173 |
112-173 |
112-175 |
S1 |
112-167 |
112-167 |
112-178 |
112-170 |
S2 |
112-153 |
112-153 |
112-176 |
|
S3 |
112-133 |
112-147 |
112-174 |
|
S4 |
112-113 |
112-127 |
112-169 |
|
|
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 |
112-265 |
2.618 |
112-232 |
1.618 |
112-212 |
1.000 |
112-200 |
0.618 |
112-192 |
HIGH |
112-180 |
0.618 |
112-172 |
0.500 |
112-170 |
0.382 |
112-168 |
LOW |
112-160 |
0.618 |
112-148 |
1.000 |
112-140 |
1.618 |
112-128 |
2.618 |
112-108 |
4.250 |
112-075 |
|
|
Fisher Pivots for day following 02-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
112-177 |
113-040 |
PP |
112-173 |
112-300 |
S1 |
112-170 |
112-240 |
|