ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 05-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
Open |
114-150 |
113-290 |
-0-180 |
-0.5% |
113-230 |
High |
114-240 |
114-000 |
-0-240 |
-0.7% |
115-000 |
Low |
113-100 |
113-120 |
0-020 |
0.1% |
113-100 |
Close |
113-200 |
113-240 |
0-040 |
0.1% |
113-200 |
Range |
1-140 |
0-200 |
-0-260 |
-56.5% |
1-220 |
ATR |
0-270 |
0-265 |
-0-005 |
-1.8% |
0-000 |
Volume |
13,717 |
10,010 |
-3,707 |
-27.0% |
35,158 |
|
Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-187 |
115-093 |
114-030 |
|
R3 |
114-307 |
114-213 |
113-295 |
|
R2 |
114-107 |
114-107 |
113-277 |
|
R1 |
114-013 |
114-013 |
113-258 |
113-280 |
PP |
113-227 |
113-227 |
113-227 |
113-200 |
S1 |
113-133 |
113-133 |
113-222 |
113-080 |
S2 |
113-027 |
113-027 |
113-203 |
|
S3 |
112-147 |
112-253 |
113-185 |
|
S4 |
111-267 |
112-053 |
113-130 |
|
|
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 |
116-210 |
2.618 |
115-204 |
1.618 |
115-004 |
1.000 |
114-200 |
0.618 |
114-124 |
HIGH |
114-000 |
0.618 |
113-244 |
0.500 |
113-220 |
0.382 |
113-196 |
LOW |
113-120 |
0.618 |
112-316 |
1.000 |
112-240 |
1.618 |
112-116 |
2.618 |
111-236 |
4.250 |
110-230 |
|
|
Fisher Pivots for day following 05-May-2008 |
Pivot |
1 day |
3 day |
R1 |
113-233 |
114-050 |
PP |
113-227 |
114-007 |
S1 |
113-220 |
113-283 |
|