ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 11-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2008 |
11-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
112-290 |
113-110 |
0-140 |
0.4% |
112-150 |
High |
113-100 |
113-130 |
0-030 |
0.1% |
113-130 |
Low |
112-280 |
113-110 |
0-150 |
0.4% |
112-090 |
Close |
112-290 |
113-110 |
0-140 |
0.4% |
113-110 |
Range |
0-140 |
0-020 |
-0-120 |
-85.7% |
1-040 |
ATR |
0-137 |
0-139 |
0-002 |
1.2% |
0-000 |
Volume |
5,317 |
3 |
-5,314 |
-99.9% |
5,355 |
|
Daily Pivots for day following 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-177 |
113-163 |
113-121 |
|
R3 |
113-157 |
113-143 |
113-116 |
|
R2 |
113-137 |
113-137 |
113-114 |
|
R1 |
113-123 |
113-123 |
113-112 |
113-120 |
PP |
113-117 |
113-117 |
113-117 |
113-115 |
S1 |
113-103 |
113-103 |
113-108 |
113-100 |
S2 |
113-097 |
113-097 |
113-106 |
|
S3 |
113-077 |
113-083 |
113-104 |
|
S4 |
113-057 |
113-063 |
113-099 |
|
|
Weekly Pivots for week ending 11-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-123 |
115-317 |
113-308 |
|
R3 |
115-083 |
114-277 |
113-209 |
|
R2 |
114-043 |
114-043 |
113-176 |
|
R1 |
113-237 |
113-237 |
113-143 |
113-300 |
PP |
113-003 |
113-003 |
113-003 |
113-035 |
S1 |
112-197 |
112-197 |
113-077 |
112-260 |
S2 |
111-283 |
111-283 |
113-044 |
|
S3 |
110-243 |
111-157 |
113-011 |
|
S4 |
109-203 |
110-117 |
112-232 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-215 |
2.618 |
113-182 |
1.618 |
113-162 |
1.000 |
113-150 |
0.618 |
113-142 |
HIGH |
113-130 |
0.618 |
113-122 |
0.500 |
113-120 |
0.382 |
113-118 |
LOW |
113-110 |
0.618 |
113-098 |
1.000 |
113-090 |
1.618 |
113-078 |
2.618 |
113-058 |
4.250 |
113-025 |
|
|
Fisher Pivots for day following 11-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
113-120 |
113-088 |
PP |
113-117 |
113-067 |
S1 |
113-113 |
113-045 |
|