ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 11-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
113-030 |
112-080 |
-0-270 |
-0.7% |
112-090 |
High |
113-080 |
113-040 |
-0-040 |
-0.1% |
114-150 |
Low |
112-050 |
112-000 |
-0-050 |
-0.1% |
112-080 |
Close |
112-100 |
112-180 |
0-080 |
0.2% |
114-000 |
Range |
1-030 |
1-040 |
0-010 |
2.9% |
2-070 |
ATR |
1-005 |
1-008 |
0-002 |
0.8% |
0-000 |
Volume |
1,156,379 |
986,309 |
-170,070 |
-14.7% |
6,428,952 |
|
Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-300 |
115-120 |
113-058 |
|
R3 |
114-260 |
114-080 |
112-279 |
|
R2 |
113-220 |
113-220 |
112-246 |
|
R1 |
113-040 |
113-040 |
112-213 |
113-130 |
PP |
112-180 |
112-180 |
112-180 |
112-225 |
S1 |
112-000 |
112-000 |
112-147 |
112-090 |
S2 |
111-140 |
111-140 |
112-114 |
|
S3 |
110-100 |
110-280 |
112-081 |
|
S4 |
109-060 |
109-240 |
111-302 |
|
|
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 |
117-290 |
2.618 |
116-022 |
1.618 |
114-302 |
1.000 |
114-080 |
0.618 |
113-262 |
HIGH |
113-040 |
0.618 |
112-222 |
0.500 |
112-180 |
0.382 |
112-138 |
LOW |
112-000 |
0.618 |
111-098 |
1.000 |
110-280 |
1.618 |
110-058 |
2.618 |
109-018 |
4.250 |
107-070 |
|
|
Fisher Pivots for day following 11-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112-180 |
113-075 |
PP |
112-180 |
113-003 |
S1 |
112-180 |
112-252 |
|