ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 23-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2008 |
23-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
111-150 |
111-140 |
-0-010 |
0.0% |
113-090 |
High |
111-150 |
111-220 |
0-070 |
0.2% |
113-200 |
Low |
111-130 |
111-120 |
-0-010 |
0.0% |
111-000 |
Close |
111-150 |
111-140 |
-0-010 |
0.0% |
111-170 |
Range |
0-020 |
0-100 |
0-080 |
400.0% |
2-200 |
ATR |
0-141 |
0-138 |
-0-003 |
-2.1% |
0-000 |
Volume |
32 |
37 |
5 |
15.6% |
173 |
|
Daily Pivots for day following 23-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-140 |
112-080 |
111-195 |
|
R3 |
112-040 |
111-300 |
111-168 |
|
R2 |
111-260 |
111-260 |
111-158 |
|
R1 |
111-200 |
111-200 |
111-149 |
111-190 |
PP |
111-160 |
111-160 |
111-160 |
111-155 |
S1 |
111-100 |
111-100 |
111-131 |
111-090 |
S2 |
111-060 |
111-060 |
111-122 |
|
S3 |
110-280 |
111-000 |
111-112 |
|
S4 |
110-180 |
110-220 |
111-085 |
|
|
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 |
113-005 |
2.618 |
112-162 |
1.618 |
112-062 |
1.000 |
112-000 |
0.618 |
111-282 |
HIGH |
111-220 |
0.618 |
111-182 |
0.500 |
111-170 |
0.382 |
111-158 |
LOW |
111-120 |
0.618 |
111-058 |
1.000 |
111-020 |
1.618 |
110-278 |
2.618 |
110-178 |
4.250 |
110-015 |
|
|
Fisher Pivots for day following 23-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
111-170 |
111-170 |
PP |
111-160 |
111-160 |
S1 |
111-150 |
111-150 |
|