ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 13-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2008 |
13-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-280 |
114-200 |
-0-080 |
-0.2% |
113-290 |
| High |
115-010 |
114-280 |
-0-050 |
-0.1% |
115-030 |
| Low |
114-170 |
113-160 |
-1-010 |
-0.9% |
113-040 |
| Close |
114-240 |
113-190 |
-1-050 |
-1.0% |
114-250 |
| Range |
0-160 |
1-120 |
0-280 |
175.0% |
1-310 |
| ATR |
0-254 |
0-268 |
0-013 |
5.2% |
0-000 |
| Volume |
14,726 |
7,898 |
-6,828 |
-46.4% |
80,711 |
|
| Daily Pivots for day following 13-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-037 |
117-073 |
114-112 |
|
| R3 |
116-237 |
115-273 |
113-311 |
|
| R2 |
115-117 |
115-117 |
113-271 |
|
| R1 |
114-153 |
114-153 |
113-230 |
114-075 |
| PP |
113-317 |
113-317 |
113-317 |
113-278 |
| S1 |
113-033 |
113-033 |
113-150 |
112-275 |
| S2 |
112-197 |
112-197 |
113-109 |
|
| S3 |
111-077 |
111-233 |
113-069 |
|
| S4 |
109-277 |
110-113 |
112-268 |
|
|
| 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 |
120-230 |
|
2.618 |
118-152 |
|
1.618 |
117-032 |
|
1.000 |
116-080 |
|
0.618 |
115-232 |
|
HIGH |
114-280 |
|
0.618 |
114-112 |
|
0.500 |
114-060 |
|
0.382 |
114-008 |
|
LOW |
113-160 |
|
0.618 |
112-208 |
|
1.000 |
112-040 |
|
1.618 |
111-088 |
|
2.618 |
109-288 |
|
4.250 |
107-210 |
|
|
| Fisher Pivots for day following 13-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-060 |
114-095 |
| PP |
113-317 |
114-020 |
| S1 |
113-253 |
113-265 |
|