ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 02-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-050 |
112-090 |
0-040 |
0.1% |
114-000 |
High |
112-210 |
113-150 |
0-260 |
0.7% |
114-010 |
Low |
112-040 |
112-080 |
0-040 |
0.1% |
111-180 |
Close |
112-130 |
113-100 |
0-290 |
0.8% |
112-130 |
Range |
0-170 |
1-070 |
0-220 |
129.4% |
2-150 |
ATR |
0-269 |
0-278 |
0-009 |
3.2% |
0-000 |
Volume |
1,089,970 |
931,524 |
-158,446 |
-14.5% |
2,774,552 |
|
Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-213 |
116-067 |
113-314 |
|
R3 |
115-143 |
114-317 |
113-207 |
|
R2 |
114-073 |
114-073 |
113-172 |
|
R1 |
113-247 |
113-247 |
113-136 |
114-000 |
PP |
113-003 |
113-003 |
113-003 |
113-040 |
S1 |
112-177 |
112-177 |
113-064 |
112-250 |
S2 |
111-253 |
111-253 |
113-028 |
|
S3 |
110-183 |
111-107 |
112-313 |
|
S4 |
109-113 |
110-037 |
112-206 |
|
|
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 |
118-208 |
2.618 |
116-211 |
1.618 |
115-141 |
1.000 |
114-220 |
0.618 |
114-071 |
HIGH |
113-150 |
0.618 |
113-001 |
0.500 |
112-275 |
0.382 |
112-229 |
LOW |
112-080 |
0.618 |
111-159 |
1.000 |
111-010 |
1.618 |
110-089 |
2.618 |
109-019 |
4.250 |
107-022 |
|
|
Fisher Pivots for day following 02-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
113-052 |
113-015 |
PP |
113-003 |
112-250 |
S1 |
112-275 |
112-165 |
|