ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 19-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
Open |
113-280 |
113-290 |
0-010 |
0.0% |
114-280 |
High |
114-140 |
114-070 |
-0-070 |
-0.2% |
115-010 |
Low |
113-160 |
113-190 |
0-030 |
0.1% |
113-000 |
Close |
113-280 |
114-000 |
0-040 |
0.1% |
113-280 |
Range |
0-300 |
0-200 |
-0-100 |
-33.3% |
2-010 |
ATR |
0-275 |
0-270 |
-0-005 |
-1.9% |
0-000 |
Volume |
65,819 |
38,386 |
-27,433 |
-41.7% |
176,260 |
|
Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-260 |
115-170 |
114-110 |
|
R3 |
115-060 |
114-290 |
114-055 |
|
R2 |
114-180 |
114-180 |
114-037 |
|
R1 |
114-090 |
114-090 |
114-018 |
114-135 |
PP |
113-300 |
113-300 |
113-300 |
114-002 |
S1 |
113-210 |
113-210 |
113-302 |
113-255 |
S2 |
113-100 |
113-100 |
113-283 |
|
S3 |
112-220 |
113-010 |
113-265 |
|
S4 |
112-020 |
112-130 |
113-210 |
|
|
Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-020 |
119-000 |
114-318 |
|
R3 |
118-010 |
116-310 |
114-139 |
|
R2 |
116-000 |
116-000 |
114-079 |
|
R1 |
114-300 |
114-300 |
114-020 |
114-145 |
PP |
113-310 |
113-310 |
113-310 |
113-232 |
S1 |
112-290 |
112-290 |
113-220 |
112-135 |
S2 |
111-300 |
111-300 |
113-161 |
|
S3 |
109-290 |
110-280 |
113-101 |
|
S4 |
107-280 |
108-270 |
112-242 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-280 |
2.618 |
115-274 |
1.618 |
115-074 |
1.000 |
114-270 |
0.618 |
114-194 |
HIGH |
114-070 |
0.618 |
113-314 |
0.500 |
113-290 |
0.382 |
113-266 |
LOW |
113-190 |
0.618 |
113-066 |
1.000 |
112-310 |
1.618 |
112-186 |
2.618 |
111-306 |
4.250 |
110-300 |
|
|
Fisher Pivots for day following 19-May-2008 |
Pivot |
1 day |
3 day |
R1 |
113-310 |
113-293 |
PP |
113-300 |
113-267 |
S1 |
113-290 |
113-240 |
|