ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 16-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2008 |
16-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-100 |
113-280 |
0-180 |
0.5% |
114-280 |
| High |
114-040 |
114-140 |
0-100 |
0.3% |
115-010 |
| Low |
113-020 |
113-160 |
0-140 |
0.4% |
113-000 |
| Close |
113-300 |
113-280 |
-0-020 |
-0.1% |
113-280 |
| Range |
1-020 |
0-300 |
-0-040 |
-11.8% |
2-010 |
| ATR |
0-273 |
0-275 |
0-002 |
0.7% |
0-000 |
| Volume |
70,959 |
65,819 |
-5,140 |
-7.2% |
176,260 |
|
| Daily Pivots for day following 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-240 |
116-080 |
114-125 |
|
| R3 |
115-260 |
115-100 |
114-042 |
|
| R2 |
114-280 |
114-280 |
114-015 |
|
| R1 |
114-120 |
114-120 |
113-308 |
114-110 |
| PP |
113-300 |
113-300 |
113-300 |
113-295 |
| S1 |
113-140 |
113-140 |
113-252 |
113-130 |
| S2 |
113-000 |
113-000 |
113-225 |
|
| S3 |
112-020 |
112-160 |
113-198 |
|
| S4 |
111-040 |
111-180 |
113-115 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-020 |
119-000 |
114-318 |
|
| R3 |
118-010 |
116-310 |
114-139 |
|
| R2 |
116-000 |
116-000 |
114-079 |
|
| R1 |
114-300 |
114-300 |
114-020 |
114-145 |
| PP |
113-310 |
113-310 |
113-310 |
113-232 |
| S1 |
112-290 |
112-290 |
113-220 |
112-135 |
| S2 |
111-300 |
111-300 |
113-161 |
|
| S3 |
109-290 |
110-280 |
113-101 |
|
| S4 |
107-280 |
108-270 |
112-242 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-135 |
|
2.618 |
116-285 |
|
1.618 |
115-305 |
|
1.000 |
115-120 |
|
0.618 |
115-005 |
|
HIGH |
114-140 |
|
0.618 |
114-025 |
|
0.500 |
113-310 |
|
0.382 |
113-275 |
|
LOW |
113-160 |
|
0.618 |
112-295 |
|
1.000 |
112-180 |
|
1.618 |
111-315 |
|
2.618 |
111-015 |
|
4.250 |
109-165 |
|
|
| Fisher Pivots for day following 16-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-310 |
113-263 |
| PP |
113-300 |
113-247 |
| S1 |
113-290 |
113-230 |
|