ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 09-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
113-050 |
114-070 |
1-020 |
0.9% |
112-090 |
High |
114-090 |
114-150 |
0-060 |
0.2% |
114-150 |
Low |
112-180 |
112-300 |
0-120 |
0.3% |
112-080 |
Close |
114-000 |
113-090 |
-0-230 |
-0.6% |
114-000 |
Range |
1-230 |
1-170 |
-0-060 |
-10.9% |
2-070 |
ATR |
0-310 |
1-003 |
0-013 |
4.1% |
0-000 |
Volume |
1,098,603 |
1,253,052 |
154,449 |
14.1% |
6,428,952 |
|
Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-050 |
117-080 |
114-040 |
|
R3 |
116-200 |
115-230 |
113-225 |
|
R2 |
115-030 |
115-030 |
113-180 |
|
R1 |
114-060 |
114-060 |
113-135 |
113-280 |
PP |
113-180 |
113-180 |
113-180 |
113-130 |
S1 |
112-210 |
112-210 |
113-045 |
112-110 |
S2 |
112-010 |
112-010 |
113-000 |
|
S3 |
110-160 |
111-040 |
112-275 |
|
S4 |
108-310 |
109-190 |
112-140 |
|
|
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 |
120-312 |
2.618 |
118-153 |
1.618 |
116-303 |
1.000 |
116-000 |
0.618 |
115-133 |
HIGH |
114-150 |
0.618 |
113-283 |
0.500 |
113-225 |
0.382 |
113-167 |
LOW |
112-300 |
0.618 |
111-317 |
1.000 |
111-130 |
1.618 |
110-147 |
2.618 |
108-297 |
4.250 |
106-138 |
|
|
Fisher Pivots for day following 09-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
113-225 |
113-165 |
PP |
113-180 |
113-140 |
S1 |
113-135 |
113-115 |
|