ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 08-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2008 |
08-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
112-150 |
112-140 |
-0-010 |
0.0% |
113-240 |
High |
112-150 |
112-210 |
0-060 |
0.2% |
113-240 |
Low |
112-090 |
112-140 |
0-050 |
0.1% |
112-160 |
Close |
112-150 |
112-180 |
0-030 |
0.1% |
112-170 |
Range |
0-060 |
0-070 |
0-010 |
16.7% |
1-080 |
ATR |
0-135 |
0-131 |
-0-005 |
-3.4% |
0-000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-067 |
113-033 |
112-218 |
|
R3 |
112-317 |
112-283 |
112-199 |
|
R2 |
112-247 |
112-247 |
112-193 |
|
R1 |
112-213 |
112-213 |
112-186 |
112-230 |
PP |
112-177 |
112-177 |
112-177 |
112-185 |
S1 |
112-143 |
112-143 |
112-174 |
112-160 |
S2 |
112-107 |
112-107 |
112-167 |
|
S3 |
112-037 |
112-073 |
112-161 |
|
S4 |
111-287 |
112-003 |
112-142 |
|
|
Weekly Pivots for week ending 04-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-217 |
115-273 |
113-070 |
|
R3 |
115-137 |
114-193 |
112-280 |
|
R2 |
114-057 |
114-057 |
112-243 |
|
R1 |
113-113 |
113-113 |
112-207 |
113-045 |
PP |
112-297 |
112-297 |
112-297 |
112-262 |
S1 |
112-033 |
112-033 |
112-133 |
111-285 |
S2 |
111-217 |
111-217 |
112-097 |
|
S3 |
110-137 |
110-273 |
112-060 |
|
S4 |
109-057 |
109-193 |
111-270 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-188 |
2.618 |
113-073 |
1.618 |
113-003 |
1.000 |
112-280 |
0.618 |
112-253 |
HIGH |
112-210 |
0.618 |
112-183 |
0.500 |
112-175 |
0.382 |
112-167 |
LOW |
112-140 |
0.618 |
112-097 |
1.000 |
112-070 |
1.618 |
112-027 |
2.618 |
111-277 |
4.250 |
111-162 |
|
|
Fisher Pivots for day following 08-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
112-178 |
112-177 |
PP |
112-177 |
112-173 |
S1 |
112-175 |
112-170 |
|