ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 10-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2008 |
10-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
113-080 |
112-290 |
-0-110 |
-0.3% |
113-240 |
High |
113-080 |
113-100 |
0-020 |
0.1% |
113-240 |
Low |
113-080 |
112-280 |
-0-120 |
-0.3% |
112-160 |
Close |
113-080 |
112-290 |
-0-110 |
-0.3% |
112-170 |
Range |
0-000 |
0-140 |
0-140 |
|
1-080 |
ATR |
0-137 |
0-137 |
0-000 |
0.2% |
0-000 |
Volume |
35 |
5,317 |
5,282 |
15,091.4% |
1,167 |
|
Daily Pivots for day following 10-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-110 |
114-020 |
113-047 |
|
R3 |
113-290 |
113-200 |
113-008 |
|
R2 |
113-150 |
113-150 |
112-316 |
|
R1 |
113-060 |
113-060 |
112-303 |
113-040 |
PP |
113-010 |
113-010 |
113-010 |
113-000 |
S1 |
112-240 |
112-240 |
112-277 |
112-220 |
S2 |
112-190 |
112-190 |
112-264 |
|
S3 |
112-050 |
112-100 |
112-252 |
|
S4 |
111-230 |
111-280 |
112-213 |
|
|
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 |
115-055 |
2.618 |
114-147 |
1.618 |
114-007 |
1.000 |
113-240 |
0.618 |
113-187 |
HIGH |
113-100 |
0.618 |
113-047 |
0.500 |
113-030 |
0.382 |
113-013 |
LOW |
112-280 |
0.618 |
112-193 |
1.000 |
112-140 |
1.618 |
112-053 |
2.618 |
111-233 |
4.250 |
111-005 |
|
|
Fisher Pivots for day following 10-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
113-030 |
112-287 |
PP |
113-010 |
112-283 |
S1 |
112-310 |
112-280 |
|