ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 28-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2008 |
28-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
110-180 |
110-190 |
0-010 |
0.0% |
111-190 |
High |
110-260 |
110-250 |
-0-010 |
0.0% |
111-220 |
Low |
110-150 |
110-170 |
0-020 |
0.1% |
110-150 |
Close |
110-180 |
110-240 |
0-060 |
0.2% |
110-180 |
Range |
0-110 |
0-080 |
-0-030 |
-27.3% |
1-070 |
ATR |
0-146 |
0-141 |
-0-005 |
-3.2% |
0-000 |
Volume |
1,101 |
7,456 |
6,355 |
577.2% |
1,859 |
|
Daily Pivots for day following 28-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-140 |
111-110 |
110-284 |
|
R3 |
111-060 |
111-030 |
110-262 |
|
R2 |
110-300 |
110-300 |
110-255 |
|
R1 |
110-270 |
110-270 |
110-247 |
110-285 |
PP |
110-220 |
110-220 |
110-220 |
110-228 |
S1 |
110-190 |
110-190 |
110-233 |
110-205 |
S2 |
110-140 |
110-140 |
110-225 |
|
S3 |
110-060 |
110-110 |
110-218 |
|
S4 |
109-300 |
110-030 |
110-196 |
|
|
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 |
111-270 |
2.618 |
111-139 |
1.618 |
111-059 |
1.000 |
111-010 |
0.618 |
110-299 |
HIGH |
110-250 |
0.618 |
110-219 |
0.500 |
110-210 |
0.382 |
110-201 |
LOW |
110-170 |
0.618 |
110-121 |
1.000 |
110-090 |
1.618 |
110-041 |
2.618 |
109-281 |
4.250 |
109-150 |
|
|
Fisher Pivots for day following 28-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
110-230 |
111-000 |
PP |
110-220 |
110-293 |
S1 |
110-210 |
110-267 |
|