ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 04-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2008 |
04-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110-180 |
111-020 |
0-160 |
0.5% |
111-000 |
| High |
111-040 |
111-090 |
0-050 |
0.1% |
111-030 |
| Low |
110-090 |
110-200 |
0-110 |
0.3% |
109-120 |
| Close |
111-010 |
110-290 |
-0-040 |
-0.1% |
109-300 |
| Range |
0-270 |
0-210 |
-0-060 |
-22.2% |
1-230 |
| ATR |
0-194 |
0-195 |
0-001 |
0.6% |
0-000 |
| Volume |
759,428 |
820,234 |
60,806 |
8.0% |
1,809,439 |
|
| Daily Pivots for day following 04-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-290 |
112-180 |
111-086 |
|
| R3 |
112-080 |
111-290 |
111-028 |
|
| R2 |
111-190 |
111-190 |
111-008 |
|
| R1 |
111-080 |
111-080 |
110-309 |
111-030 |
| PP |
110-300 |
110-300 |
110-300 |
110-275 |
| S1 |
110-190 |
110-190 |
110-271 |
110-140 |
| S2 |
110-090 |
110-090 |
110-252 |
|
| S3 |
109-200 |
109-300 |
110-232 |
|
| S4 |
108-310 |
109-090 |
110-174 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-093 |
114-107 |
110-282 |
|
| R3 |
113-183 |
112-197 |
110-131 |
|
| R2 |
111-273 |
111-273 |
110-081 |
|
| R1 |
110-287 |
110-287 |
110-030 |
110-165 |
| PP |
110-043 |
110-043 |
110-043 |
109-302 |
| S1 |
109-057 |
109-057 |
109-250 |
108-255 |
| S2 |
108-133 |
108-133 |
109-199 |
|
| S3 |
106-223 |
107-147 |
109-149 |
|
| S4 |
104-313 |
105-237 |
108-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-090 |
109-120 |
1-290 |
1.7% |
0-224 |
0.6% |
80% |
True |
False |
677,928 |
| 10 |
111-100 |
109-120 |
1-300 |
1.7% |
0-212 |
0.6% |
79% |
False |
False |
424,301 |
| 20 |
111-280 |
109-120 |
2-160 |
2.3% |
0-198 |
0.6% |
61% |
False |
False |
245,357 |
| 40 |
113-200 |
109-120 |
4-080 |
3.8% |
0-161 |
0.5% |
36% |
False |
False |
124,699 |
| 60 |
115-000 |
109-120 |
5-200 |
5.1% |
0-111 |
0.3% |
27% |
False |
False |
83,189 |
| 80 |
115-000 |
109-120 |
5-200 |
5.1% |
0-084 |
0.2% |
27% |
False |
False |
62,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-022 |
|
2.618 |
113-000 |
|
1.618 |
112-110 |
|
1.000 |
111-300 |
|
0.618 |
111-220 |
|
HIGH |
111-090 |
|
0.618 |
111-010 |
|
0.500 |
110-305 |
|
0.382 |
110-280 |
|
LOW |
110-200 |
|
0.618 |
110-070 |
|
1.000 |
109-310 |
|
1.618 |
109-180 |
|
2.618 |
108-290 |
|
4.250 |
107-268 |
|
|
| Fisher Pivots for day following 04-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-305 |
110-253 |
| PP |
110-300 |
110-217 |
| S1 |
110-295 |
110-180 |
|