ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-300 |
113-205 |
0-225 |
0.6% |
112-070 |
| High |
113-260 |
114-065 |
0-125 |
0.3% |
114-065 |
| Low |
112-210 |
113-165 |
0-275 |
0.8% |
112-025 |
| Close |
113-210 |
113-265 |
0-055 |
0.2% |
113-265 |
| Range |
1-050 |
0-220 |
-0-150 |
-40.5% |
2-040 |
| ATR |
0-311 |
0-304 |
-0-006 |
-2.1% |
0-000 |
| Volume |
923,322 |
1,056,912 |
133,590 |
14.5% |
4,355,163 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-292 |
115-178 |
114-066 |
|
| R3 |
115-072 |
114-278 |
114-006 |
|
| R2 |
114-172 |
114-172 |
113-305 |
|
| R1 |
114-058 |
114-058 |
113-285 |
114-115 |
| PP |
113-272 |
113-272 |
113-272 |
113-300 |
| S1 |
113-158 |
113-158 |
113-245 |
113-215 |
| S2 |
113-052 |
113-052 |
113-225 |
|
| S3 |
112-152 |
112-258 |
113-204 |
|
| S4 |
111-252 |
112-038 |
113-144 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-238 |
118-292 |
114-319 |
|
| R3 |
117-198 |
116-252 |
114-132 |
|
| R2 |
115-158 |
115-158 |
114-070 |
|
| R1 |
114-212 |
114-212 |
114-007 |
115-025 |
| PP |
113-118 |
113-118 |
113-118 |
113-185 |
| S1 |
112-172 |
112-172 |
113-203 |
112-305 |
| S2 |
111-078 |
111-078 |
113-140 |
|
| S3 |
109-038 |
110-132 |
113-078 |
|
| S4 |
106-318 |
108-092 |
112-211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-065 |
112-025 |
2-040 |
1.9% |
0-280 |
0.8% |
82% |
True |
False |
871,032 |
| 10 |
114-065 |
111-050 |
3-015 |
2.7% |
0-272 |
0.7% |
88% |
True |
False |
888,751 |
| 20 |
114-150 |
111-010 |
3-140 |
3.0% |
1-012 |
0.9% |
81% |
False |
False |
1,044,277 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-299 |
0.8% |
69% |
False |
False |
610,984 |
| 60 |
116-310 |
111-010 |
5-300 |
5.2% |
0-281 |
0.8% |
47% |
False |
False |
408,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-040 |
|
2.618 |
116-001 |
|
1.618 |
115-101 |
|
1.000 |
114-285 |
|
0.618 |
114-201 |
|
HIGH |
114-065 |
|
0.618 |
113-301 |
|
0.500 |
113-275 |
|
0.382 |
113-249 |
|
LOW |
113-165 |
|
0.618 |
113-029 |
|
1.000 |
112-265 |
|
1.618 |
112-129 |
|
2.618 |
111-229 |
|
4.250 |
110-190 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-275 |
113-192 |
| PP |
113-272 |
113-118 |
| S1 |
113-268 |
113-045 |
|