ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 22-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2008 |
22-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
111-190 |
111-150 |
-0-040 |
-0.1% |
113-090 |
High |
111-210 |
111-150 |
-0-060 |
-0.2% |
113-200 |
Low |
111-160 |
111-130 |
-0-030 |
-0.1% |
111-000 |
Close |
111-190 |
111-150 |
-0-040 |
-0.1% |
111-170 |
Range |
0-050 |
0-020 |
-0-030 |
-60.0% |
2-200 |
ATR |
0-147 |
0-141 |
-0-006 |
-4.2% |
0-000 |
Volume |
14 |
32 |
18 |
128.6% |
173 |
|
Daily Pivots for day following 22-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-203 |
111-197 |
111-161 |
|
R3 |
111-183 |
111-177 |
111-156 |
|
R2 |
111-163 |
111-163 |
111-154 |
|
R1 |
111-157 |
111-157 |
111-152 |
111-160 |
PP |
111-143 |
111-143 |
111-143 |
111-145 |
S1 |
111-137 |
111-137 |
111-148 |
111-140 |
S2 |
111-123 |
111-123 |
111-146 |
|
S3 |
111-103 |
111-117 |
111-144 |
|
S4 |
111-083 |
111-097 |
111-139 |
|
|
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 |
111-235 |
2.618 |
111-202 |
1.618 |
111-182 |
1.000 |
111-170 |
0.618 |
111-162 |
HIGH |
111-150 |
0.618 |
111-142 |
0.500 |
111-140 |
0.382 |
111-138 |
LOW |
111-130 |
0.618 |
111-118 |
1.000 |
111-110 |
1.618 |
111-098 |
2.618 |
111-078 |
4.250 |
111-045 |
|
|
Fisher Pivots for day following 22-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
111-147 |
111-137 |
PP |
111-143 |
111-123 |
S1 |
111-140 |
111-110 |
|