ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 22-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
Open |
114-180 |
114-110 |
-0-070 |
-0.2% |
114-280 |
High |
114-210 |
114-140 |
-0-070 |
-0.2% |
115-010 |
Low |
114-010 |
113-030 |
-0-300 |
-0.8% |
113-000 |
Close |
114-090 |
113-110 |
-0-300 |
-0.8% |
113-280 |
Range |
0-200 |
1-110 |
0-230 |
115.0% |
2-010 |
ATR |
0-262 |
0-274 |
0-012 |
4.6% |
0-000 |
Volume |
115,726 |
152,172 |
36,446 |
31.5% |
176,260 |
|
Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-210 |
116-270 |
114-026 |
|
R3 |
116-100 |
115-160 |
113-228 |
|
R2 |
114-310 |
114-310 |
113-189 |
|
R1 |
114-050 |
114-050 |
113-149 |
113-285 |
PP |
113-200 |
113-200 |
113-200 |
113-158 |
S1 |
112-260 |
112-260 |
113-071 |
112-175 |
S2 |
112-090 |
112-090 |
113-031 |
|
S3 |
110-300 |
111-150 |
112-312 |
|
S4 |
109-190 |
110-040 |
112-194 |
|
|
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 |
120-048 |
2.618 |
117-306 |
1.618 |
116-196 |
1.000 |
115-250 |
0.618 |
115-086 |
HIGH |
114-140 |
0.618 |
113-296 |
0.500 |
113-245 |
0.382 |
113-194 |
LOW |
113-030 |
0.618 |
112-084 |
1.000 |
111-240 |
1.618 |
110-294 |
2.618 |
109-184 |
4.250 |
107-122 |
|
|
Fisher Pivots for day following 22-May-2008 |
Pivot |
1 day |
3 day |
R1 |
113-245 |
113-280 |
PP |
113-200 |
113-223 |
S1 |
113-155 |
113-167 |
|