ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 21-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
Open |
114-000 |
114-180 |
0-180 |
0.5% |
114-280 |
High |
114-190 |
114-210 |
0-020 |
0.1% |
115-010 |
Low |
113-280 |
114-010 |
0-050 |
0.1% |
113-000 |
Close |
114-190 |
114-090 |
-0-100 |
-0.3% |
113-280 |
Range |
0-230 |
0-200 |
-0-030 |
-13.0% |
2-010 |
ATR |
0-267 |
0-262 |
-0-005 |
-1.8% |
0-000 |
Volume |
64,178 |
115,726 |
51,548 |
80.3% |
176,260 |
|
Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-063 |
115-277 |
114-200 |
|
R3 |
115-183 |
115-077 |
114-145 |
|
R2 |
114-303 |
114-303 |
114-127 |
|
R1 |
114-197 |
114-197 |
114-108 |
114-150 |
PP |
114-103 |
114-103 |
114-103 |
114-080 |
S1 |
113-317 |
113-317 |
114-072 |
113-270 |
S2 |
113-223 |
113-223 |
114-053 |
|
S3 |
113-023 |
113-117 |
114-035 |
|
S4 |
112-143 |
112-237 |
113-300 |
|
|
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 |
117-100 |
2.618 |
116-094 |
1.618 |
115-214 |
1.000 |
115-090 |
0.618 |
115-014 |
HIGH |
114-210 |
0.618 |
114-134 |
0.500 |
114-110 |
0.382 |
114-086 |
LOW |
114-010 |
0.618 |
113-206 |
1.000 |
113-130 |
1.618 |
113-006 |
2.618 |
112-126 |
4.250 |
111-120 |
|
|
Fisher Pivots for day following 21-May-2008 |
Pivot |
1 day |
3 day |
R1 |
114-110 |
114-073 |
PP |
114-103 |
114-057 |
S1 |
114-097 |
114-040 |
|