ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 26-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
Open |
113-130 |
114-000 |
0-190 |
0.5% |
113-290 |
High |
114-040 |
114-010 |
-0-030 |
-0.1% |
114-210 |
Low |
113-020 |
113-280 |
0-260 |
0.7% |
113-020 |
Close |
114-030 |
113-280 |
-0-070 |
-0.2% |
114-030 |
Range |
1-020 |
0-050 |
-0-290 |
-85.3% |
1-190 |
ATR |
0-279 |
0-264 |
-0-015 |
-5.3% |
0-000 |
Volume |
151,838 |
151,838 |
0 |
0.0% |
522,300 |
|
Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-127 |
114-093 |
113-308 |
|
R3 |
114-077 |
114-043 |
113-294 |
|
R2 |
114-027 |
114-027 |
113-289 |
|
R1 |
113-313 |
113-313 |
113-285 |
113-305 |
PP |
113-297 |
113-297 |
113-297 |
113-292 |
S1 |
113-263 |
113-263 |
113-275 |
113-255 |
S2 |
113-247 |
113-247 |
113-271 |
|
S3 |
113-197 |
113-213 |
113-266 |
|
S4 |
113-147 |
113-163 |
113-252 |
|
|
Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-230 |
118-000 |
114-310 |
|
R3 |
117-040 |
116-130 |
114-170 |
|
R2 |
115-170 |
115-170 |
114-124 |
|
R1 |
114-260 |
114-260 |
114-077 |
115-055 |
PP |
113-300 |
113-300 |
113-300 |
114-038 |
S1 |
113-070 |
113-070 |
113-303 |
113-185 |
S2 |
112-110 |
112-110 |
113-256 |
|
S3 |
110-240 |
111-200 |
113-210 |
|
S4 |
109-050 |
110-010 |
113-070 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-222 |
2.618 |
114-141 |
1.618 |
114-091 |
1.000 |
114-060 |
0.618 |
114-041 |
HIGH |
114-010 |
0.618 |
113-311 |
0.500 |
113-305 |
0.382 |
113-299 |
LOW |
113-280 |
0.618 |
113-249 |
1.000 |
113-230 |
1.618 |
113-199 |
2.618 |
113-149 |
4.250 |
113-068 |
|
|
Fisher Pivots for day following 26-May-2008 |
Pivot |
1 day |
3 day |
R1 |
113-305 |
113-267 |
PP |
113-297 |
113-253 |
S1 |
113-288 |
113-240 |
|