ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
114-110 |
113-130 |
-0-300 |
-0.8% |
113-290 |
| High |
114-140 |
114-040 |
-0-100 |
-0.3% |
114-210 |
| Low |
113-030 |
113-020 |
-0-010 |
0.0% |
113-020 |
| Close |
113-110 |
114-030 |
0-240 |
0.7% |
114-030 |
| Range |
1-110 |
1-020 |
-0-090 |
-20.9% |
1-190 |
| ATR |
0-274 |
0-279 |
0-005 |
1.7% |
0-000 |
| Volume |
152,172 |
151,838 |
-334 |
-0.2% |
522,300 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-303 |
116-187 |
114-217 |
|
| R3 |
115-283 |
115-167 |
114-124 |
|
| R2 |
114-263 |
114-263 |
114-092 |
|
| R1 |
114-147 |
114-147 |
114-061 |
114-205 |
| PP |
113-243 |
113-243 |
113-243 |
113-272 |
| S1 |
113-127 |
113-127 |
113-319 |
113-185 |
| S2 |
112-223 |
112-223 |
113-288 |
|
| S3 |
111-203 |
112-107 |
113-256 |
|
| S4 |
110-183 |
111-087 |
113-163 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-230 |
118-000 |
114-310 |
|
| R3 |
117-040 |
116-130 |
114-170 |
|
| R2 |
115-170 |
115-170 |
114-124 |
|
| R1 |
114-260 |
114-260 |
114-077 |
115-055 |
| PP |
113-300 |
113-300 |
113-300 |
114-038 |
| S1 |
113-070 |
113-070 |
113-303 |
113-185 |
| S2 |
112-110 |
112-110 |
113-256 |
|
| S3 |
110-240 |
111-200 |
113-210 |
|
| S4 |
109-050 |
110-010 |
113-070 |
|
|
|
|
|
|
| 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 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-297 |
114-005 |
| PP |
113-243 |
113-300 |
| S1 |
113-190 |
113-275 |
|