ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 12-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-250 |
114-280 |
0-030 |
0.1% |
113-290 |
| High |
115-030 |
115-010 |
-0-020 |
-0.1% |
115-030 |
| Low |
114-180 |
114-170 |
-0-010 |
0.0% |
113-040 |
| Close |
114-250 |
114-240 |
-0-010 |
0.0% |
114-250 |
| Range |
0-170 |
0-160 |
-0-010 |
-5.9% |
1-310 |
| ATR |
0-262 |
0-254 |
-0-007 |
-2.8% |
0-000 |
| Volume |
20,096 |
14,726 |
-5,370 |
-26.7% |
80,711 |
|
| Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-087 |
116-003 |
115-008 |
|
| R3 |
115-247 |
115-163 |
114-284 |
|
| R2 |
115-087 |
115-087 |
114-269 |
|
| R1 |
115-003 |
115-003 |
114-255 |
114-285 |
| PP |
114-247 |
114-247 |
114-247 |
114-228 |
| S1 |
114-163 |
114-163 |
114-225 |
114-125 |
| S2 |
114-087 |
114-087 |
114-211 |
|
| S3 |
113-247 |
114-003 |
114-196 |
|
| S4 |
113-087 |
113-163 |
114-152 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-077 |
119-153 |
115-276 |
|
| R3 |
118-087 |
117-163 |
115-103 |
|
| R2 |
116-097 |
116-097 |
115-046 |
|
| R1 |
115-173 |
115-173 |
114-308 |
115-295 |
| PP |
114-107 |
114-107 |
114-107 |
114-168 |
| S1 |
113-183 |
113-183 |
114-192 |
113-305 |
| S2 |
112-117 |
112-117 |
114-134 |
|
| S3 |
110-127 |
111-193 |
114-077 |
|
| S4 |
108-137 |
109-203 |
113-224 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-050 |
|
2.618 |
116-109 |
|
1.618 |
115-269 |
|
1.000 |
115-170 |
|
0.618 |
115-109 |
|
HIGH |
115-010 |
|
0.618 |
114-269 |
|
0.500 |
114-250 |
|
0.382 |
114-231 |
|
LOW |
114-170 |
|
0.618 |
114-071 |
|
1.000 |
114-010 |
|
1.618 |
113-231 |
|
2.618 |
113-071 |
|
4.250 |
112-130 |
|
|
| Fisher Pivots for day following 12-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-250 |
114-208 |
| PP |
114-247 |
114-177 |
| S1 |
114-243 |
114-145 |
|