ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 05-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
114-050 |
113-230 |
-0-140 |
-0.4% |
114-000 |
High |
114-150 |
113-280 |
-0-190 |
-0.5% |
114-010 |
Low |
113-170 |
113-000 |
-0-170 |
-0.5% |
111-180 |
Close |
113-300 |
113-080 |
-0-220 |
-0.6% |
112-130 |
Range |
0-300 |
0-280 |
-0-020 |
-6.7% |
2-150 |
ATR |
0-291 |
0-292 |
0-001 |
0.2% |
0-000 |
Volume |
1,644,941 |
1,508,631 |
-136,310 |
-8.3% |
2,774,552 |
|
Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-000 |
115-160 |
113-234 |
|
R3 |
115-040 |
114-200 |
113-157 |
|
R2 |
114-080 |
114-080 |
113-131 |
|
R1 |
113-240 |
113-240 |
113-106 |
113-180 |
PP |
113-120 |
113-120 |
113-120 |
113-090 |
S1 |
112-280 |
112-280 |
113-054 |
112-220 |
S2 |
112-160 |
112-160 |
113-029 |
|
S3 |
111-200 |
112-000 |
113-003 |
|
S4 |
110-240 |
111-040 |
112-246 |
|
|
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 |
117-190 |
2.618 |
116-053 |
1.618 |
115-093 |
1.000 |
114-240 |
0.618 |
114-133 |
HIGH |
113-280 |
0.618 |
113-173 |
0.500 |
113-140 |
0.382 |
113-107 |
LOW |
113-000 |
0.618 |
112-147 |
1.000 |
112-040 |
1.618 |
111-187 |
2.618 |
110-227 |
4.250 |
109-090 |
|
|
Fisher Pivots for day following 05-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
113-140 |
113-215 |
PP |
113-120 |
113-170 |
S1 |
113-100 |
113-125 |
|