ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 30-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
Open |
112-190 |
112-050 |
-0-140 |
-0.4% |
114-000 |
High |
112-220 |
112-210 |
-0-010 |
0.0% |
114-010 |
Low |
111-180 |
112-040 |
0-180 |
0.5% |
111-180 |
Close |
112-050 |
112-130 |
0-080 |
0.2% |
112-130 |
Range |
1-040 |
0-170 |
-0-190 |
-52.8% |
2-150 |
ATR |
0-277 |
0-269 |
-0-008 |
-2.8% |
0-000 |
Volume |
820,167 |
1,089,970 |
269,803 |
32.9% |
2,774,552 |
|
Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-317 |
113-233 |
112-224 |
|
R3 |
113-147 |
113-063 |
112-177 |
|
R2 |
112-297 |
112-297 |
112-161 |
|
R1 |
112-213 |
112-213 |
112-146 |
112-255 |
PP |
112-127 |
112-127 |
112-127 |
112-148 |
S1 |
112-043 |
112-043 |
112-114 |
112-085 |
S2 |
111-277 |
111-277 |
112-099 |
|
S3 |
111-107 |
111-193 |
112-083 |
|
S4 |
110-257 |
111-023 |
112-036 |
|
|
Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-023 |
118-227 |
113-244 |
|
R3 |
117-193 |
116-077 |
113-027 |
|
R2 |
115-043 |
115-043 |
112-275 |
|
R1 |
113-247 |
113-247 |
112-202 |
113-070 |
PP |
112-213 |
112-213 |
112-213 |
112-125 |
S1 |
111-097 |
111-097 |
112-058 |
110-240 |
S2 |
110-063 |
110-063 |
111-305 |
|
S3 |
107-233 |
108-267 |
111-233 |
|
S4 |
105-083 |
106-117 |
111-016 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-292 |
2.618 |
114-015 |
1.618 |
113-165 |
1.000 |
113-060 |
0.618 |
112-315 |
HIGH |
112-210 |
0.618 |
112-145 |
0.500 |
112-125 |
0.382 |
112-105 |
LOW |
112-040 |
0.618 |
111-255 |
1.000 |
111-190 |
1.618 |
111-085 |
2.618 |
110-235 |
4.250 |
109-278 |
|
|
Fisher Pivots for day following 30-May-2008 |
Pivot |
1 day |
3 day |
R1 |
112-128 |
112-185 |
PP |
112-127 |
112-167 |
S1 |
112-125 |
112-148 |
|