ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
114-070 |
113-030 |
-1-040 |
-1.0% |
112-090 |
High |
114-150 |
113-080 |
-1-070 |
-1.1% |
114-150 |
Low |
112-300 |
112-050 |
-0-250 |
-0.7% |
112-080 |
Close |
113-090 |
112-100 |
-0-310 |
-0.9% |
114-000 |
Range |
1-170 |
1-030 |
-0-140 |
-28.6% |
2-070 |
ATR |
1-003 |
1-005 |
0-003 |
0.8% |
0-000 |
Volume |
1,253,052 |
1,156,379 |
-96,673 |
-7.7% |
6,428,952 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-273 |
115-057 |
112-292 |
|
R3 |
114-243 |
114-027 |
112-196 |
|
R2 |
113-213 |
113-213 |
112-164 |
|
R1 |
112-317 |
112-317 |
112-132 |
112-250 |
PP |
112-183 |
112-183 |
112-183 |
112-150 |
S1 |
111-287 |
111-287 |
112-068 |
111-220 |
S2 |
111-153 |
111-153 |
112-036 |
|
S3 |
110-123 |
110-257 |
112-004 |
|
S4 |
109-093 |
109-227 |
111-228 |
|
|
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 |
117-288 |
2.618 |
116-036 |
1.618 |
115-006 |
1.000 |
114-110 |
0.618 |
113-296 |
HIGH |
113-080 |
0.618 |
112-266 |
0.500 |
112-225 |
0.382 |
112-184 |
LOW |
112-050 |
0.618 |
111-154 |
1.000 |
111-020 |
1.618 |
110-124 |
2.618 |
109-094 |
4.250 |
107-162 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112-225 |
113-100 |
PP |
112-183 |
112-313 |
S1 |
112-142 |
112-207 |
|