ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 16-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2008 |
16-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
113-000 |
112-070 |
-0-250 |
-0.7% |
112-150 |
High |
113-020 |
112-070 |
-0-270 |
-0.7% |
113-130 |
Low |
112-270 |
112-050 |
-0-220 |
-0.6% |
112-090 |
Close |
112-290 |
112-070 |
-0-220 |
-0.6% |
113-110 |
Range |
0-070 |
0-020 |
-0-050 |
-71.4% |
1-040 |
ATR |
0-138 |
0-145 |
0-007 |
5.3% |
0-000 |
Volume |
158 |
14 |
-144 |
-91.1% |
5,355 |
|
Daily Pivots for day following 16-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-123 |
112-117 |
112-081 |
|
R3 |
112-103 |
112-097 |
112-076 |
|
R2 |
112-083 |
112-083 |
112-074 |
|
R1 |
112-077 |
112-077 |
112-072 |
112-080 |
PP |
112-063 |
112-063 |
112-063 |
112-065 |
S1 |
112-057 |
112-057 |
112-068 |
112-060 |
S2 |
112-043 |
112-043 |
112-066 |
|
S3 |
112-023 |
112-037 |
112-064 |
|
S4 |
112-003 |
112-017 |
112-059 |
|
|
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 |
112-155 |
2.618 |
112-122 |
1.618 |
112-102 |
1.000 |
112-090 |
0.618 |
112-082 |
HIGH |
112-070 |
0.618 |
112-062 |
0.500 |
112-060 |
0.382 |
112-058 |
LOW |
112-050 |
0.618 |
112-038 |
1.000 |
112-030 |
1.618 |
112-018 |
2.618 |
111-318 |
4.250 |
111-285 |
|
|
Fisher Pivots for day following 16-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
112-067 |
112-285 |
PP |
112-063 |
112-213 |
S1 |
112-060 |
112-142 |
|