ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 02-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
Open |
114-140 |
114-150 |
0-010 |
0.0% |
113-230 |
High |
115-000 |
114-240 |
-0-080 |
-0.2% |
115-000 |
Low |
114-070 |
113-100 |
-0-290 |
-0.8% |
113-100 |
Close |
114-130 |
113-200 |
-0-250 |
-0.7% |
113-200 |
Range |
0-250 |
1-140 |
0-210 |
84.0% |
1-220 |
ATR |
0-255 |
0-270 |
0-015 |
5.7% |
0-000 |
Volume |
6,040 |
13,717 |
7,677 |
127.1% |
35,158 |
|
Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-067 |
117-113 |
114-133 |
|
R3 |
116-247 |
115-293 |
114-006 |
|
R2 |
115-107 |
115-107 |
113-284 |
|
R1 |
114-153 |
114-153 |
113-242 |
114-060 |
PP |
113-287 |
113-287 |
113-287 |
113-240 |
S1 |
113-013 |
113-013 |
113-158 |
112-240 |
S2 |
112-147 |
112-147 |
113-116 |
|
S3 |
111-007 |
111-193 |
113-074 |
|
S4 |
109-187 |
110-053 |
112-267 |
|
|
Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-013 |
118-007 |
114-177 |
|
R3 |
117-113 |
116-107 |
114-028 |
|
R2 |
115-213 |
115-213 |
113-299 |
|
R1 |
114-207 |
114-207 |
113-250 |
114-100 |
PP |
113-313 |
113-313 |
113-313 |
113-260 |
S1 |
112-307 |
112-307 |
113-150 |
112-200 |
S2 |
112-093 |
112-093 |
113-101 |
|
S3 |
110-193 |
111-087 |
113-052 |
|
S4 |
108-293 |
109-187 |
112-223 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-275 |
2.618 |
118-164 |
1.618 |
117-024 |
1.000 |
116-060 |
0.618 |
115-204 |
HIGH |
114-240 |
0.618 |
114-064 |
0.500 |
114-010 |
0.382 |
113-276 |
LOW |
113-100 |
0.618 |
112-136 |
1.000 |
111-280 |
1.618 |
110-316 |
2.618 |
109-176 |
4.250 |
107-065 |
|
|
Fisher Pivots for day following 02-May-2008 |
Pivot |
1 day |
3 day |
R1 |
114-010 |
114-050 |
PP |
113-287 |
113-313 |
S1 |
113-243 |
113-257 |
|