ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 20-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
| Open |
113-290 |
114-000 |
0-030 |
0.1% |
114-280 |
| High |
114-070 |
114-190 |
0-120 |
0.3% |
115-010 |
| Low |
113-190 |
113-280 |
0-090 |
0.2% |
113-000 |
| Close |
114-000 |
114-190 |
0-190 |
0.5% |
113-280 |
| Range |
0-200 |
0-230 |
0-030 |
15.0% |
2-010 |
| ATR |
0-270 |
0-267 |
-0-003 |
-1.0% |
0-000 |
| Volume |
38,386 |
64,178 |
25,792 |
67.2% |
176,260 |
|
| Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-163 |
116-087 |
114-316 |
|
| R3 |
115-253 |
115-177 |
114-253 |
|
| R2 |
115-023 |
115-023 |
114-232 |
|
| R1 |
114-267 |
114-267 |
114-211 |
114-305 |
| PP |
114-113 |
114-113 |
114-113 |
114-132 |
| S1 |
114-037 |
114-037 |
114-169 |
114-075 |
| S2 |
113-203 |
113-203 |
114-148 |
|
| S3 |
112-293 |
113-127 |
114-127 |
|
| S4 |
112-063 |
112-217 |
114-064 |
|
|
| 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 |
117-208 |
|
2.618 |
116-152 |
|
1.618 |
115-242 |
|
1.000 |
115-100 |
|
0.618 |
115-012 |
|
HIGH |
114-190 |
|
0.618 |
114-102 |
|
0.500 |
114-075 |
|
0.382 |
114-048 |
|
LOW |
113-280 |
|
0.618 |
113-138 |
|
1.000 |
113-050 |
|
1.618 |
112-228 |
|
2.618 |
111-318 |
|
4.250 |
110-262 |
|
|
| Fisher Pivots for day following 20-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-152 |
114-132 |
| PP |
114-113 |
114-073 |
| S1 |
114-075 |
114-015 |
|