ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 29-Apr-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2008 |
29-Apr-2008 |
Change |
Change % |
Previous Week |
Open |
110-190 |
110-310 |
0-120 |
0.3% |
111-190 |
High |
110-250 |
111-040 |
0-110 |
0.3% |
111-220 |
Low |
110-170 |
110-280 |
0-110 |
0.3% |
110-150 |
Close |
110-240 |
110-290 |
0-050 |
0.1% |
110-180 |
Range |
0-080 |
0-080 |
0-000 |
0.0% |
1-070 |
ATR |
0-141 |
0-139 |
-0-001 |
-1.1% |
0-000 |
Volume |
7,456 |
2,728 |
-4,728 |
-63.4% |
1,859 |
|
Daily Pivots for day following 29-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-230 |
111-180 |
111-014 |
|
R3 |
111-150 |
111-100 |
110-312 |
|
R2 |
111-070 |
111-070 |
110-305 |
|
R1 |
111-020 |
111-020 |
110-297 |
111-005 |
PP |
110-310 |
110-310 |
110-310 |
110-302 |
S1 |
110-260 |
110-260 |
110-283 |
110-245 |
S2 |
110-230 |
110-230 |
110-275 |
|
S3 |
110-150 |
110-180 |
110-268 |
|
S4 |
110-070 |
110-100 |
110-246 |
|
|
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 |
112-060 |
2.618 |
111-249 |
1.618 |
111-169 |
1.000 |
111-120 |
0.618 |
111-089 |
HIGH |
111-040 |
0.618 |
111-009 |
0.500 |
111-000 |
0.382 |
110-311 |
LOW |
110-280 |
0.618 |
110-231 |
1.000 |
110-200 |
1.618 |
110-151 |
2.618 |
110-071 |
4.250 |
109-260 |
|
|
Fisher Pivots for day following 29-Apr-2008 |
Pivot |
1 day |
3 day |
R1 |
111-000 |
110-278 |
PP |
110-310 |
110-267 |
S1 |
110-300 |
110-255 |
|