ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 16-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111-130 |
111-095 |
-0-035 |
-0.1% |
114-070 |
High |
111-300 |
111-220 |
-0-080 |
-0.2% |
114-150 |
Low |
111-010 |
111-050 |
0-040 |
0.1% |
111-010 |
Close |
111-050 |
111-115 |
0-065 |
0.2% |
111-050 |
Range |
0-290 |
0-170 |
-0-120 |
-41.4% |
3-140 |
ATR |
1-014 |
1-002 |
-0-012 |
-3.5% |
0-000 |
Volume |
1,110,600 |
1,006,408 |
-104,192 |
-9.4% |
5,569,077 |
|
Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-318 |
112-227 |
111-208 |
|
R3 |
112-148 |
112-057 |
111-162 |
|
R2 |
111-298 |
111-298 |
111-146 |
|
R1 |
111-207 |
111-207 |
111-131 |
111-252 |
PP |
111-128 |
111-128 |
111-128 |
111-151 |
S1 |
111-037 |
111-037 |
111-099 |
111-082 |
S2 |
110-278 |
110-278 |
111-084 |
|
S3 |
110-108 |
110-187 |
111-068 |
|
S4 |
109-258 |
110-017 |
111-022 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-170 |
120-090 |
113-015 |
|
R3 |
119-030 |
116-270 |
112-032 |
|
R2 |
115-210 |
115-210 |
111-252 |
|
R1 |
113-130 |
113-130 |
111-151 |
112-260 |
PP |
112-070 |
112-070 |
112-070 |
111-295 |
S1 |
109-310 |
109-310 |
110-269 |
109-120 |
S2 |
108-250 |
108-250 |
110-168 |
|
S3 |
105-110 |
106-170 |
110-068 |
|
S4 |
101-290 |
103-030 |
109-085 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-302 |
2.618 |
113-025 |
1.618 |
112-175 |
1.000 |
112-070 |
0.618 |
112-005 |
HIGH |
111-220 |
0.618 |
111-155 |
0.500 |
111-135 |
0.382 |
111-115 |
LOW |
111-050 |
0.618 |
110-265 |
1.000 |
110-200 |
1.618 |
110-095 |
2.618 |
109-245 |
4.250 |
108-288 |
|
|
Fisher Pivots for day following 16-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111-135 |
111-275 |
PP |
111-128 |
111-222 |
S1 |
111-122 |
111-168 |
|