ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-290 |
113-270 |
-0-020 |
-0.1% |
113-230 |
| High |
114-000 |
114-040 |
0-040 |
0.1% |
115-000 |
| Low |
113-120 |
113-100 |
-0-020 |
-0.1% |
113-100 |
| Close |
113-240 |
113-170 |
-0-070 |
-0.2% |
113-200 |
| Range |
0-200 |
0-260 |
0-060 |
30.0% |
1-220 |
| ATR |
0-265 |
0-264 |
0-000 |
-0.1% |
0-000 |
| Volume |
10,010 |
13,797 |
3,787 |
37.8% |
35,158 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-030 |
115-200 |
113-313 |
|
| R3 |
115-090 |
114-260 |
113-242 |
|
| R2 |
114-150 |
114-150 |
113-218 |
|
| R1 |
114-000 |
114-000 |
113-194 |
113-265 |
| PP |
113-210 |
113-210 |
113-210 |
113-182 |
| S1 |
113-060 |
113-060 |
113-146 |
113-005 |
| S2 |
112-270 |
112-270 |
113-122 |
|
| S3 |
112-010 |
112-120 |
113-098 |
|
| S4 |
111-070 |
111-180 |
113-027 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-013 |
118-007 |
114-177 |
|
| R3 |
117-113 |
116-107 |
114-028 |
|
| R2 |
115-213 |
115-213 |
113-299 |
|
| R1 |
114-207 |
114-207 |
113-250 |
114-100 |
| PP |
113-313 |
113-313 |
113-313 |
113-260 |
| S1 |
112-307 |
112-307 |
113-150 |
112-200 |
| S2 |
112-093 |
112-093 |
113-101 |
|
| S3 |
110-193 |
111-087 |
113-052 |
|
| S4 |
108-293 |
109-187 |
112-223 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-185 |
|
2.618 |
116-081 |
|
1.618 |
115-141 |
|
1.000 |
114-300 |
|
0.618 |
114-201 |
|
HIGH |
114-040 |
|
0.618 |
113-261 |
|
0.500 |
113-230 |
|
0.382 |
113-199 |
|
LOW |
113-100 |
|
0.618 |
112-259 |
|
1.000 |
112-160 |
|
1.618 |
111-319 |
|
2.618 |
111-059 |
|
4.250 |
109-275 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-230 |
114-010 |
| PP |
113-210 |
113-277 |
| S1 |
113-190 |
113-223 |
|