ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 23-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111-305 |
112-070 |
0-085 |
0.2% |
111-095 |
| High |
112-210 |
112-200 |
-0-010 |
0.0% |
112-245 |
| Low |
111-280 |
112-040 |
0-080 |
0.2% |
111-050 |
| Close |
112-155 |
112-080 |
-0-075 |
-0.2% |
112-155 |
| Range |
0-250 |
0-160 |
-0-090 |
-36.0% |
1-195 |
| ATR |
0-314 |
0-303 |
-0-011 |
-3.5% |
0-000 |
| Volume |
989,674 |
857,209 |
-132,465 |
-13.4% |
4,532,349 |
|
| Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-267 |
113-173 |
112-168 |
|
| R3 |
113-107 |
113-013 |
112-124 |
|
| R2 |
112-267 |
112-267 |
112-109 |
|
| R1 |
112-173 |
112-173 |
112-095 |
112-220 |
| PP |
112-107 |
112-107 |
112-107 |
112-130 |
| S1 |
112-013 |
112-013 |
112-065 |
112-060 |
| S2 |
111-267 |
111-267 |
112-051 |
|
| S3 |
111-107 |
111-173 |
112-036 |
|
| S4 |
110-267 |
111-013 |
111-312 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-308 |
116-107 |
113-118 |
|
| R3 |
115-113 |
114-232 |
112-297 |
|
| R2 |
113-238 |
113-238 |
112-249 |
|
| R1 |
113-037 |
113-037 |
112-202 |
113-138 |
| PP |
112-043 |
112-043 |
112-043 |
112-094 |
| S1 |
111-162 |
111-162 |
112-108 |
111-262 |
| S2 |
110-168 |
110-168 |
112-061 |
|
| S3 |
108-293 |
109-287 |
112-013 |
|
| S4 |
107-098 |
108-092 |
111-192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-245 |
111-055 |
1-190 |
1.4% |
0-263 |
0.7% |
68% |
False |
False |
876,630 |
| 10 |
113-080 |
111-010 |
2-070 |
2.0% |
0-294 |
0.8% |
55% |
False |
False |
970,558 |
| 20 |
114-150 |
111-010 |
3-140 |
3.1% |
1-008 |
0.9% |
35% |
False |
False |
1,000,515 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-297 |
0.8% |
30% |
False |
False |
524,315 |
| 60 |
117-190 |
111-010 |
6-180 |
5.8% |
0-266 |
0.7% |
19% |
False |
False |
350,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-240 |
|
2.618 |
113-299 |
|
1.618 |
113-139 |
|
1.000 |
113-040 |
|
0.618 |
112-299 |
|
HIGH |
112-200 |
|
0.618 |
112-139 |
|
0.500 |
112-120 |
|
0.382 |
112-101 |
|
LOW |
112-040 |
|
0.618 |
111-261 |
|
1.000 |
111-200 |
|
1.618 |
111-101 |
|
2.618 |
110-261 |
|
4.250 |
110-000 |
|
|
| Fisher Pivots for day following 23-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-120 |
112-079 |
| PP |
112-107 |
112-078 |
| S1 |
112-093 |
112-078 |
|