ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 06-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
113-230 |
113-050 |
-0-180 |
-0.5% |
112-090 |
High |
113-280 |
114-090 |
0-130 |
0.4% |
114-150 |
Low |
113-000 |
112-180 |
-0-140 |
-0.4% |
112-080 |
Close |
113-080 |
114-000 |
0-240 |
0.7% |
114-000 |
Range |
0-280 |
1-230 |
0-270 |
96.4% |
2-070 |
ATR |
0-292 |
0-310 |
0-018 |
6.3% |
0-000 |
Volume |
1,508,631 |
1,098,603 |
-410,028 |
-27.2% |
6,428,952 |
|
Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-247 |
118-033 |
114-302 |
|
R3 |
117-017 |
116-123 |
114-151 |
|
R2 |
115-107 |
115-107 |
114-101 |
|
R1 |
114-213 |
114-213 |
114-050 |
115-000 |
PP |
113-197 |
113-197 |
113-197 |
113-250 |
S1 |
112-303 |
112-303 |
113-270 |
113-090 |
S2 |
111-287 |
111-287 |
113-219 |
|
S3 |
110-057 |
111-073 |
113-169 |
|
S4 |
108-147 |
109-163 |
113-018 |
|
|
Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-073 |
119-107 |
115-070 |
|
R3 |
118-003 |
117-037 |
114-195 |
|
R2 |
115-253 |
115-253 |
114-130 |
|
R1 |
114-287 |
114-287 |
114-065 |
115-110 |
PP |
113-183 |
113-183 |
113-183 |
113-255 |
S1 |
112-217 |
112-217 |
113-255 |
113-040 |
S2 |
111-113 |
111-113 |
113-190 |
|
S3 |
109-043 |
110-147 |
113-125 |
|
S4 |
106-293 |
108-077 |
112-250 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-188 |
2.618 |
118-250 |
1.618 |
117-020 |
1.000 |
116-000 |
0.618 |
115-110 |
HIGH |
114-090 |
0.618 |
113-200 |
0.500 |
113-135 |
0.382 |
113-070 |
LOW |
112-180 |
0.618 |
111-160 |
1.000 |
110-270 |
1.618 |
109-250 |
2.618 |
108-020 |
4.250 |
105-082 |
|
|
Fisher Pivots for day following 06-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
113-258 |
113-268 |
PP |
113-197 |
113-217 |
S1 |
113-135 |
113-165 |
|