ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 04-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
113-100 |
114-050 |
0-270 |
0.7% |
114-000 |
High |
114-090 |
114-150 |
0-060 |
0.2% |
114-010 |
Low |
112-280 |
113-170 |
0-210 |
0.6% |
111-180 |
Close |
114-050 |
113-300 |
-0-070 |
-0.2% |
112-130 |
Range |
1-130 |
0-300 |
-0-150 |
-33.3% |
2-150 |
ATR |
0-290 |
0-291 |
0-001 |
0.2% |
0-000 |
Volume |
1,245,253 |
1,644,941 |
399,688 |
32.1% |
2,774,552 |
|
Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-253 |
116-097 |
114-145 |
|
R3 |
115-273 |
115-117 |
114-062 |
|
R2 |
114-293 |
114-293 |
114-035 |
|
R1 |
114-137 |
114-137 |
114-008 |
114-065 |
PP |
113-313 |
113-313 |
113-313 |
113-278 |
S1 |
113-157 |
113-157 |
113-272 |
113-085 |
S2 |
113-013 |
113-013 |
113-245 |
|
S3 |
112-033 |
112-177 |
113-218 |
|
S4 |
111-053 |
111-197 |
113-135 |
|
|
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 |
118-145 |
2.618 |
116-295 |
1.618 |
115-315 |
1.000 |
115-130 |
0.618 |
115-015 |
HIGH |
114-150 |
0.618 |
114-035 |
0.500 |
114-000 |
0.382 |
113-285 |
LOW |
113-170 |
0.618 |
112-305 |
1.000 |
112-190 |
1.618 |
112-005 |
2.618 |
111-025 |
4.250 |
109-175 |
|
|
Fisher Pivots for day following 04-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
114-000 |
113-238 |
PP |
113-313 |
113-177 |
S1 |
113-307 |
113-115 |
|