ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 25-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2008 |
25-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
110-230 |
110-180 |
-0-050 |
-0.1% |
111-190 |
High |
111-170 |
110-260 |
-0-230 |
-0.6% |
111-220 |
Low |
110-210 |
110-150 |
-0-060 |
-0.2% |
110-150 |
Close |
110-230 |
110-180 |
-0-050 |
-0.1% |
110-180 |
Range |
0-280 |
0-110 |
-0-170 |
-60.7% |
1-070 |
ATR |
0-148 |
0-146 |
-0-003 |
-1.8% |
0-000 |
Volume |
675 |
1,101 |
426 |
63.1% |
1,859 |
|
Daily Pivots for day following 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-207 |
111-143 |
110-240 |
|
R3 |
111-097 |
111-033 |
110-210 |
|
R2 |
110-307 |
110-307 |
110-200 |
|
R1 |
110-243 |
110-243 |
110-190 |
110-235 |
PP |
110-197 |
110-197 |
110-197 |
110-192 |
S1 |
110-133 |
110-133 |
110-170 |
110-125 |
S2 |
110-087 |
110-087 |
110-160 |
|
S3 |
109-297 |
110-023 |
110-150 |
|
S4 |
109-187 |
109-233 |
110-120 |
|
|
Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-180 |
113-250 |
111-074 |
|
R3 |
113-110 |
112-180 |
110-287 |
|
R2 |
112-040 |
112-040 |
110-252 |
|
R1 |
111-110 |
111-110 |
110-216 |
111-040 |
PP |
110-290 |
110-290 |
110-290 |
110-255 |
S1 |
110-040 |
110-040 |
110-144 |
109-290 |
S2 |
109-220 |
109-220 |
110-108 |
|
S3 |
108-150 |
108-290 |
110-073 |
|
S4 |
107-080 |
107-220 |
109-286 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-088 |
2.618 |
111-228 |
1.618 |
111-118 |
1.000 |
111-050 |
0.618 |
111-008 |
HIGH |
110-260 |
0.618 |
110-218 |
0.500 |
110-205 |
0.382 |
110-192 |
LOW |
110-150 |
0.618 |
110-082 |
1.000 |
110-040 |
1.618 |
109-292 |
2.618 |
109-182 |
4.250 |
109-002 |
|
|
Fisher Pivots for day following 25-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
110-205 |
111-025 |
PP |
110-197 |
110-290 |
S1 |
110-188 |
110-235 |
|