ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 28-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
Open |
114-000 |
113-130 |
-0-190 |
-0.5% |
113-290 |
High |
114-010 |
113-190 |
-0-140 |
-0.4% |
114-210 |
Low |
113-080 |
112-140 |
-0-260 |
-0.7% |
113-020 |
Close |
113-130 |
112-210 |
-0-240 |
-0.7% |
114-030 |
Range |
0-250 |
1-050 |
0-120 |
48.0% |
1-190 |
ATR |
0-263 |
0-270 |
0-008 |
2.9% |
0-000 |
Volume |
172,343 |
540,234 |
367,891 |
213.5% |
522,300 |
|
Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-117 |
115-213 |
113-094 |
|
R3 |
115-067 |
114-163 |
112-312 |
|
R2 |
114-017 |
114-017 |
112-278 |
|
R1 |
113-113 |
113-113 |
112-244 |
113-040 |
PP |
112-287 |
112-287 |
112-287 |
112-250 |
S1 |
112-063 |
112-063 |
112-176 |
111-310 |
S2 |
111-237 |
111-237 |
112-142 |
|
S3 |
110-187 |
111-013 |
112-108 |
|
S4 |
109-137 |
109-283 |
112-006 |
|
|
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 |
118-162 |
2.618 |
116-199 |
1.618 |
115-149 |
1.000 |
114-240 |
0.618 |
114-099 |
HIGH |
113-190 |
0.618 |
113-049 |
0.500 |
113-005 |
0.382 |
112-281 |
LOW |
112-140 |
0.618 |
111-231 |
1.000 |
111-090 |
1.618 |
110-181 |
2.618 |
109-131 |
4.250 |
107-168 |
|
|
Fisher Pivots for day following 28-May-2008 |
Pivot |
1 day |
3 day |
R1 |
113-005 |
113-075 |
PP |
112-287 |
113-013 |
S1 |
112-248 |
112-272 |
|