ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 24-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2008 |
24-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
111-140 |
110-230 |
-0-230 |
-0.6% |
113-090 |
High |
111-220 |
111-170 |
-0-050 |
-0.1% |
113-200 |
Low |
111-120 |
110-210 |
-0-230 |
-0.6% |
111-000 |
Close |
111-140 |
110-230 |
-0-230 |
-0.6% |
111-170 |
Range |
0-100 |
0-280 |
0-180 |
180.0% |
2-200 |
ATR |
0-138 |
0-148 |
0-010 |
7.3% |
0-000 |
Volume |
37 |
675 |
638 |
1,724.3% |
173 |
|
Daily Pivots for day following 24-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-190 |
113-010 |
111-064 |
|
R3 |
112-230 |
112-050 |
110-307 |
|
R2 |
111-270 |
111-270 |
110-281 |
|
R1 |
111-090 |
111-090 |
110-256 |
111-050 |
PP |
110-310 |
110-310 |
110-310 |
110-290 |
S1 |
110-130 |
110-130 |
110-204 |
110-090 |
S2 |
110-030 |
110-030 |
110-179 |
|
S3 |
109-070 |
109-170 |
110-153 |
|
S4 |
108-110 |
108-210 |
110-076 |
|
|
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 |
115-080 |
2.618 |
113-263 |
1.618 |
112-303 |
1.000 |
112-130 |
0.618 |
112-023 |
HIGH |
111-170 |
0.618 |
111-063 |
0.500 |
111-030 |
0.382 |
110-317 |
LOW |
110-210 |
0.618 |
110-037 |
1.000 |
109-250 |
1.618 |
109-077 |
2.618 |
108-117 |
4.250 |
106-300 |
|
|
Fisher Pivots for day following 24-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
111-030 |
111-055 |
PP |
110-310 |
111-007 |
S1 |
110-270 |
110-278 |
|