ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 27-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
Open |
114-000 |
114-000 |
0-000 |
0.0% |
113-290 |
High |
114-010 |
114-010 |
0-000 |
0.0% |
114-210 |
Low |
113-280 |
113-080 |
-0-200 |
-0.5% |
113-020 |
Close |
113-280 |
113-130 |
-0-150 |
-0.4% |
114-030 |
Range |
0-050 |
0-250 |
0-200 |
400.0% |
1-190 |
ATR |
0-264 |
0-263 |
-0-001 |
-0.4% |
0-000 |
Volume |
151,838 |
172,343 |
20,505 |
13.5% |
522,300 |
|
Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-290 |
115-140 |
113-268 |
|
R3 |
115-040 |
114-210 |
113-199 |
|
R2 |
114-110 |
114-110 |
113-176 |
|
R1 |
113-280 |
113-280 |
113-153 |
113-230 |
PP |
113-180 |
113-180 |
113-180 |
113-155 |
S1 |
113-030 |
113-030 |
113-107 |
112-300 |
S2 |
112-250 |
112-250 |
113-084 |
|
S3 |
112-000 |
112-100 |
113-061 |
|
S4 |
111-070 |
111-170 |
112-312 |
|
|
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 |
117-112 |
2.618 |
116-024 |
1.618 |
115-094 |
1.000 |
114-260 |
0.618 |
114-164 |
HIGH |
114-010 |
0.618 |
113-234 |
0.500 |
113-205 |
0.382 |
113-176 |
LOW |
113-080 |
0.618 |
112-246 |
1.000 |
112-150 |
1.618 |
111-316 |
2.618 |
111-066 |
4.250 |
109-298 |
|
|
Fisher Pivots for day following 27-May-2008 |
Pivot |
1 day |
3 day |
R1 |
113-205 |
113-190 |
PP |
113-180 |
113-170 |
S1 |
113-155 |
113-150 |
|