ECBOT 10 Year T-Note Future December 2008
Trading Metrics calculated at close of trading on 27-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-150 |
112-190 |
0-040 |
0.1% |
110-300 |
High |
112-160 |
112-270 |
0-110 |
0.3% |
112-270 |
Low |
111-260 |
112-140 |
0-200 |
0.6% |
110-290 |
Close |
112-130 |
112-180 |
0-050 |
0.1% |
112-180 |
Range |
0-220 |
0-130 |
-0-090 |
-40.9% |
1-300 |
ATR |
0-213 |
0-208 |
-0-005 |
-2.4% |
0-000 |
Volume |
53 |
29 |
-24 |
-45.3% |
698 |
|
Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-267 |
113-193 |
112-252 |
|
R3 |
113-137 |
113-063 |
112-216 |
|
R2 |
113-007 |
113-007 |
112-204 |
|
R1 |
112-253 |
112-253 |
112-192 |
112-225 |
PP |
112-197 |
112-197 |
112-197 |
112-182 |
S1 |
112-123 |
112-123 |
112-168 |
112-095 |
S2 |
112-067 |
112-067 |
112-156 |
|
S3 |
111-257 |
111-313 |
112-144 |
|
S4 |
111-127 |
111-183 |
112-108 |
|
|
Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-293 |
117-057 |
113-201 |
|
R3 |
115-313 |
115-077 |
113-030 |
|
R2 |
114-013 |
114-013 |
112-294 |
|
R1 |
113-097 |
113-097 |
112-237 |
113-215 |
PP |
112-033 |
112-033 |
112-033 |
112-092 |
S1 |
111-117 |
111-117 |
112-123 |
111-235 |
S2 |
110-053 |
110-053 |
112-066 |
|
S3 |
108-073 |
109-137 |
112-010 |
|
S4 |
106-093 |
107-157 |
111-159 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-182 |
2.618 |
113-290 |
1.618 |
113-160 |
1.000 |
113-080 |
0.618 |
113-030 |
HIGH |
112-270 |
0.618 |
112-220 |
0.500 |
112-205 |
0.382 |
112-190 |
LOW |
112-140 |
0.618 |
112-060 |
1.000 |
112-010 |
1.618 |
111-250 |
2.618 |
111-120 |
4.250 |
110-228 |
|
|
Fisher Pivots for day following 27-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
112-205 |
112-108 |
PP |
112-197 |
112-037 |
S1 |
112-188 |
111-285 |
|