ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 12-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-080 |
112-180 |
0-100 |
0.3% |
112-090 |
High |
113-040 |
112-220 |
-0-140 |
-0.4% |
114-150 |
Low |
112-000 |
111-080 |
-0-240 |
-0.7% |
112-080 |
Close |
112-180 |
111-160 |
-1-020 |
-0.9% |
114-000 |
Range |
1-040 |
1-140 |
0-100 |
27.8% |
2-070 |
ATR |
1-008 |
1-017 |
0-009 |
2.9% |
0-000 |
Volume |
986,309 |
1,062,737 |
76,428 |
7.7% |
6,428,952 |
|
Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-040 |
115-080 |
112-093 |
|
R3 |
114-220 |
113-260 |
111-286 |
|
R2 |
113-080 |
113-080 |
111-244 |
|
R1 |
112-120 |
112-120 |
111-202 |
112-030 |
PP |
111-260 |
111-260 |
111-260 |
111-215 |
S1 |
110-300 |
110-300 |
111-118 |
110-210 |
S2 |
110-120 |
110-120 |
111-076 |
|
S3 |
108-300 |
109-160 |
111-034 |
|
S4 |
107-160 |
108-020 |
110-227 |
|
|
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 |
118-255 |
2.618 |
116-144 |
1.618 |
115-004 |
1.000 |
114-040 |
0.618 |
113-184 |
HIGH |
112-220 |
0.618 |
112-044 |
0.500 |
111-310 |
0.382 |
111-256 |
LOW |
111-080 |
0.618 |
110-116 |
1.000 |
109-260 |
1.618 |
108-296 |
2.618 |
107-156 |
4.250 |
105-045 |
|
|
Fisher Pivots for day following 12-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111-310 |
112-080 |
PP |
111-260 |
112-000 |
S1 |
111-210 |
111-240 |
|