ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 21-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2008 |
21-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
111-070 |
111-190 |
0-120 |
0.3% |
113-090 |
High |
111-220 |
111-210 |
-0-010 |
0.0% |
113-200 |
Low |
111-000 |
111-160 |
0-160 |
0.5% |
111-000 |
Close |
111-170 |
111-190 |
0-020 |
0.1% |
111-170 |
Range |
0-220 |
0-050 |
-0-170 |
-77.3% |
2-200 |
ATR |
0-155 |
0-147 |
-0-007 |
-4.8% |
0-000 |
Volume |
1 |
14 |
13 |
1,300.0% |
173 |
|
Daily Pivots for day following 21-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-017 |
111-313 |
111-218 |
|
R3 |
111-287 |
111-263 |
111-204 |
|
R2 |
111-237 |
111-237 |
111-199 |
|
R1 |
111-213 |
111-213 |
111-195 |
111-215 |
PP |
111-187 |
111-187 |
111-187 |
111-188 |
S1 |
111-163 |
111-163 |
111-185 |
111-165 |
S2 |
111-137 |
111-137 |
111-181 |
|
S3 |
111-087 |
111-113 |
111-176 |
|
S4 |
111-037 |
111-063 |
111-162 |
|
|
Weekly Pivots for week ending 18-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-297 |
118-113 |
112-312 |
|
R3 |
117-097 |
115-233 |
112-081 |
|
R2 |
114-217 |
114-217 |
112-004 |
|
R1 |
113-033 |
113-033 |
111-247 |
112-185 |
PP |
112-017 |
112-017 |
112-017 |
111-252 |
S1 |
110-153 |
110-153 |
111-093 |
109-305 |
S2 |
109-137 |
109-137 |
111-016 |
|
S3 |
106-257 |
107-273 |
110-259 |
|
S4 |
104-057 |
105-073 |
110-028 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-102 |
2.618 |
112-021 |
1.618 |
111-291 |
1.000 |
111-260 |
0.618 |
111-241 |
HIGH |
111-210 |
0.618 |
111-191 |
0.500 |
111-185 |
0.382 |
111-179 |
LOW |
111-160 |
0.618 |
111-129 |
1.000 |
111-110 |
1.618 |
111-079 |
2.618 |
111-029 |
4.250 |
110-268 |
|
|
Fisher Pivots for day following 21-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
111-188 |
111-170 |
PP |
111-187 |
111-150 |
S1 |
111-185 |
111-130 |
|