ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 29-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
Open |
113-130 |
112-190 |
-0-260 |
-0.7% |
113-290 |
High |
113-190 |
112-220 |
-0-290 |
-0.8% |
114-210 |
Low |
112-140 |
111-180 |
-0-280 |
-0.8% |
113-020 |
Close |
112-210 |
112-050 |
-0-160 |
-0.4% |
114-030 |
Range |
1-050 |
1-040 |
-0-010 |
-2.7% |
1-190 |
ATR |
0-270 |
0-277 |
0-006 |
2.4% |
0-000 |
Volume |
540,234 |
820,167 |
279,933 |
51.8% |
522,300 |
|
Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-163 |
114-307 |
112-248 |
|
R3 |
114-123 |
113-267 |
112-149 |
|
R2 |
113-083 |
113-083 |
112-116 |
|
R1 |
112-227 |
112-227 |
112-083 |
112-135 |
PP |
112-043 |
112-043 |
112-043 |
111-318 |
S1 |
111-187 |
111-187 |
112-017 |
111-095 |
S2 |
111-003 |
111-003 |
111-304 |
|
S3 |
109-283 |
110-147 |
111-271 |
|
S4 |
108-243 |
109-107 |
111-172 |
|
|
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 |
117-150 |
2.618 |
115-202 |
1.618 |
114-162 |
1.000 |
113-260 |
0.618 |
113-122 |
HIGH |
112-220 |
0.618 |
112-082 |
0.500 |
112-040 |
0.382 |
111-318 |
LOW |
111-180 |
0.618 |
110-278 |
1.000 |
110-140 |
1.618 |
109-238 |
2.618 |
108-198 |
4.250 |
106-250 |
|
|
Fisher Pivots for day following 29-May-2008 |
Pivot |
1 day |
3 day |
R1 |
112-047 |
112-255 |
PP |
112-043 |
112-187 |
S1 |
112-040 |
112-118 |
|