ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-200 |
113-140 |
-1-060 |
-1.0% |
113-290 |
| High |
114-280 |
113-270 |
-1-010 |
-0.9% |
115-030 |
| Low |
113-160 |
113-000 |
-0-160 |
-0.4% |
113-040 |
| Close |
113-190 |
113-070 |
-0-120 |
-0.3% |
114-250 |
| Range |
1-120 |
0-270 |
-0-170 |
-38.6% |
1-310 |
| ATR |
0-268 |
0-268 |
0-000 |
0.1% |
0-000 |
| Volume |
7,898 |
16,858 |
8,960 |
113.4% |
80,711 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-283 |
115-127 |
113-218 |
|
| R3 |
115-013 |
114-177 |
113-144 |
|
| R2 |
114-063 |
114-063 |
113-120 |
|
| R1 |
113-227 |
113-227 |
113-095 |
113-170 |
| PP |
113-113 |
113-113 |
113-113 |
113-085 |
| S1 |
112-277 |
112-277 |
113-045 |
112-220 |
| S2 |
112-163 |
112-163 |
113-020 |
|
| S3 |
111-213 |
112-007 |
112-316 |
|
| S4 |
110-263 |
111-057 |
112-242 |
|
|
| 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 |
117-138 |
|
2.618 |
116-017 |
|
1.618 |
115-067 |
|
1.000 |
114-220 |
|
0.618 |
114-117 |
|
HIGH |
113-270 |
|
0.618 |
113-167 |
|
0.500 |
113-135 |
|
0.382 |
113-103 |
|
LOW |
113-000 |
|
0.618 |
112-153 |
|
1.000 |
112-050 |
|
1.618 |
111-203 |
|
2.618 |
110-253 |
|
4.250 |
109-132 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-135 |
114-005 |
| PP |
113-113 |
113-240 |
| S1 |
113-092 |
113-155 |
|