ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 08-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-080 |
113-290 |
0-210 |
0.6% |
113-230 |
| High |
113-310 |
114-230 |
0-240 |
0.7% |
115-000 |
| Low |
113-040 |
113-260 |
0-220 |
0.6% |
113-100 |
| Close |
113-250 |
114-160 |
0-230 |
0.6% |
113-200 |
| Range |
0-270 |
0-290 |
0-020 |
7.4% |
1-220 |
| ATR |
0-265 |
0-267 |
0-003 |
1.0% |
0-000 |
| Volume |
12,974 |
23,834 |
10,860 |
83.7% |
35,158 |
|
| Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-020 |
116-220 |
115-000 |
|
| R3 |
116-050 |
115-250 |
114-240 |
|
| R2 |
115-080 |
115-080 |
114-213 |
|
| R1 |
114-280 |
114-280 |
114-187 |
115-020 |
| PP |
114-110 |
114-110 |
114-110 |
114-140 |
| S1 |
113-310 |
113-310 |
114-133 |
114-050 |
| S2 |
113-140 |
113-140 |
114-107 |
|
| S3 |
112-170 |
113-020 |
114-080 |
|
| S4 |
111-200 |
112-050 |
114-000 |
|
|
| 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 |
118-182 |
|
2.618 |
117-029 |
|
1.618 |
116-059 |
|
1.000 |
115-200 |
|
0.618 |
115-089 |
|
HIGH |
114-230 |
|
0.618 |
114-119 |
|
0.500 |
114-085 |
|
0.382 |
114-051 |
|
LOW |
113-260 |
|
0.618 |
113-081 |
|
1.000 |
112-290 |
|
1.618 |
112-111 |
|
2.618 |
111-141 |
|
4.250 |
109-308 |
|
|
| Fisher Pivots for day following 08-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-135 |
114-098 |
| PP |
114-110 |
114-037 |
| S1 |
114-085 |
113-295 |
|