ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 03-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2008 |
03-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
112-180 |
112-170 |
-0-010 |
0.0% |
113-040 |
High |
112-180 |
112-250 |
0-070 |
0.2% |
113-160 |
Low |
112-160 |
112-170 |
0-010 |
0.0% |
113-010 |
Close |
112-180 |
112-170 |
-0-010 |
0.0% |
113-160 |
Range |
0-020 |
0-080 |
0-060 |
300.0% |
0-150 |
ATR |
0-144 |
0-139 |
-0-005 |
-3.2% |
0-000 |
Volume |
1,167 |
0 |
-1,167 |
-100.0% |
2,158 |
|
Daily Pivots for day following 03-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-117 |
113-063 |
112-214 |
|
R3 |
113-037 |
112-303 |
112-192 |
|
R2 |
112-277 |
112-277 |
112-185 |
|
R1 |
112-223 |
112-223 |
112-177 |
112-210 |
PP |
112-197 |
112-197 |
112-197 |
112-190 |
S1 |
112-143 |
112-143 |
112-163 |
112-130 |
S2 |
112-117 |
112-117 |
112-155 |
|
S3 |
112-037 |
112-063 |
112-148 |
|
S4 |
111-277 |
111-303 |
112-126 |
|
|
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 |
113-270 |
2.618 |
113-139 |
1.618 |
113-059 |
1.000 |
113-010 |
0.618 |
112-299 |
HIGH |
112-250 |
0.618 |
112-219 |
0.500 |
112-210 |
0.382 |
112-201 |
LOW |
112-170 |
0.618 |
112-121 |
1.000 |
112-090 |
1.618 |
112-041 |
2.618 |
111-281 |
4.250 |
111-150 |
|
|
Fisher Pivots for day following 03-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
112-210 |
113-040 |
PP |
112-197 |
112-297 |
S1 |
112-183 |
112-233 |
|