ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 17-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111-095 |
111-055 |
-0-040 |
-0.1% |
114-070 |
High |
111-220 |
112-000 |
0-100 |
0.3% |
114-150 |
Low |
111-050 |
111-055 |
0-005 |
0.0% |
111-010 |
Close |
111-115 |
111-240 |
0-125 |
0.4% |
111-050 |
Range |
0-170 |
0-265 |
0-095 |
55.9% |
3-140 |
ATR |
1-002 |
0-318 |
-0-004 |
-1.3% |
0-000 |
Volume |
1,006,408 |
645,503 |
-360,905 |
-35.9% |
5,569,077 |
|
Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-040 |
113-245 |
112-066 |
|
R3 |
113-095 |
112-300 |
111-313 |
|
R2 |
112-150 |
112-150 |
111-289 |
|
R1 |
112-035 |
112-035 |
111-264 |
112-092 |
PP |
111-205 |
111-205 |
111-205 |
111-234 |
S1 |
111-090 |
111-090 |
111-216 |
111-148 |
S2 |
110-260 |
110-260 |
111-191 |
|
S3 |
109-315 |
110-145 |
111-167 |
|
S4 |
109-050 |
109-200 |
111-094 |
|
|
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 |
115-166 |
2.618 |
114-054 |
1.618 |
113-109 |
1.000 |
112-265 |
0.618 |
112-164 |
HIGH |
112-000 |
0.618 |
111-219 |
0.500 |
111-188 |
0.382 |
111-156 |
LOW |
111-055 |
0.618 |
110-211 |
1.000 |
110-110 |
1.618 |
109-266 |
2.618 |
109-001 |
4.250 |
107-209 |
|
|
Fisher Pivots for day following 17-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111-222 |
111-215 |
PP |
111-205 |
111-190 |
S1 |
111-188 |
111-165 |
|