ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 20-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
110-180 |
111-290 |
1-110 |
1.2% |
110-160 |
High |
110-180 |
111-290 |
1-110 |
1.2% |
111-290 |
Low |
110-180 |
111-060 |
0-200 |
0.6% |
110-030 |
Close |
110-190 |
111-070 |
0-200 |
0.6% |
111-070 |
Range |
0-000 |
0-230 |
0-230 |
|
1-260 |
ATR |
0-000 |
0-209 |
0-209 |
|
0-000 |
Volume |
0 |
4 |
4 |
|
12 |
|
Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-190 |
113-040 |
111-196 |
|
R3 |
112-280 |
112-130 |
111-133 |
|
R2 |
112-050 |
112-050 |
111-112 |
|
R1 |
111-220 |
111-220 |
111-091 |
111-180 |
PP |
111-140 |
111-140 |
111-140 |
111-120 |
S1 |
110-310 |
110-310 |
111-049 |
110-270 |
S2 |
110-230 |
110-230 |
111-028 |
|
S3 |
110-000 |
110-080 |
111-007 |
|
S4 |
109-090 |
109-170 |
110-264 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-163 |
115-217 |
112-069 |
|
R3 |
114-223 |
113-277 |
111-230 |
|
R2 |
112-283 |
112-283 |
111-176 |
|
R1 |
112-017 |
112-017 |
111-123 |
112-150 |
PP |
111-023 |
111-023 |
111-023 |
111-090 |
S1 |
110-077 |
110-077 |
111-017 |
110-210 |
S2 |
109-083 |
109-083 |
110-284 |
|
S3 |
107-143 |
108-137 |
110-230 |
|
S4 |
105-203 |
106-197 |
110-071 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-308 |
2.618 |
113-252 |
1.618 |
113-022 |
1.000 |
112-200 |
0.618 |
112-112 |
HIGH |
111-290 |
0.618 |
111-202 |
0.500 |
111-175 |
0.382 |
111-148 |
LOW |
111-060 |
0.618 |
110-238 |
1.000 |
110-150 |
1.618 |
110-008 |
2.618 |
109-098 |
4.250 |
108-042 |
|
|
Fisher Pivots for day following 20-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111-175 |
111-075 |
PP |
111-140 |
111-073 |
S1 |
111-105 |
111-072 |
|