ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-140 |
113-100 |
-0-040 |
-0.1% |
113-290 |
| High |
113-270 |
114-040 |
0-090 |
0.2% |
115-030 |
| Low |
113-000 |
113-020 |
0-020 |
0.1% |
113-040 |
| Close |
113-070 |
113-300 |
0-230 |
0.6% |
114-250 |
| Range |
0-270 |
1-020 |
0-070 |
25.9% |
1-310 |
| ATR |
0-268 |
0-273 |
0-005 |
1.9% |
0-000 |
| Volume |
16,858 |
70,959 |
54,101 |
320.9% |
80,711 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-287 |
116-153 |
114-167 |
|
| R3 |
115-267 |
115-133 |
114-074 |
|
| R2 |
114-247 |
114-247 |
114-042 |
|
| R1 |
114-113 |
114-113 |
114-011 |
114-180 |
| PP |
113-227 |
113-227 |
113-227 |
113-260 |
| S1 |
113-093 |
113-093 |
113-269 |
113-160 |
| S2 |
112-207 |
112-207 |
113-238 |
|
| S3 |
111-187 |
112-073 |
113-206 |
|
| S4 |
110-167 |
111-053 |
113-113 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-077 |
119-153 |
115-276 |
|
| R3 |
118-087 |
117-163 |
115-103 |
|
| R2 |
116-097 |
116-097 |
115-046 |
|
| R1 |
115-173 |
115-173 |
114-308 |
115-295 |
| PP |
114-107 |
114-107 |
114-107 |
114-168 |
| S1 |
113-183 |
113-183 |
114-192 |
113-305 |
| S2 |
112-117 |
112-117 |
114-134 |
|
| S3 |
110-127 |
111-193 |
114-077 |
|
| S4 |
108-137 |
109-203 |
113-224 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-205 |
|
2.618 |
116-290 |
|
1.618 |
115-270 |
|
1.000 |
115-060 |
|
0.618 |
114-250 |
|
HIGH |
114-040 |
|
0.618 |
113-230 |
|
0.500 |
113-190 |
|
0.382 |
113-150 |
|
LOW |
113-020 |
|
0.618 |
112-130 |
|
1.000 |
112-000 |
|
1.618 |
111-110 |
|
2.618 |
110-090 |
|
4.250 |
108-175 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-263 |
113-300 |
| PP |
113-227 |
113-300 |
| S1 |
113-190 |
113-300 |
|