ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 05-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2008 |
05-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111-020 |
110-230 |
-0-110 |
-0.3% |
111-000 |
| High |
111-090 |
110-280 |
-0-130 |
-0.4% |
111-030 |
| Low |
110-200 |
110-100 |
-0-100 |
-0.3% |
109-120 |
| Close |
110-290 |
110-180 |
-0-110 |
-0.3% |
109-300 |
| Range |
0-210 |
0-180 |
-0-030 |
-14.3% |
1-230 |
| ATR |
0-195 |
0-195 |
0-000 |
-0.2% |
0-000 |
| Volume |
820,234 |
831,459 |
11,225 |
1.4% |
1,809,439 |
|
| Daily Pivots for day following 05-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-087 |
111-313 |
110-279 |
|
| R3 |
111-227 |
111-133 |
110-230 |
|
| R2 |
111-047 |
111-047 |
110-213 |
|
| R1 |
110-273 |
110-273 |
110-196 |
110-230 |
| PP |
110-187 |
110-187 |
110-187 |
110-165 |
| S1 |
110-093 |
110-093 |
110-164 |
110-050 |
| S2 |
110-007 |
110-007 |
110-147 |
|
| S3 |
109-147 |
109-233 |
110-130 |
|
| S4 |
108-287 |
109-053 |
110-081 |
|
|
| 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 |
109-250 |
1-160 |
1.4% |
0-210 |
0.6% |
52% |
False |
False |
740,361 |
| 10 |
111-090 |
109-120 |
1-290 |
1.7% |
0-199 |
0.6% |
62% |
False |
False |
491,436 |
| 20 |
111-280 |
109-120 |
2-160 |
2.3% |
0-197 |
0.6% |
48% |
False |
False |
286,330 |
| 40 |
113-200 |
109-120 |
4-080 |
3.8% |
0-162 |
0.5% |
28% |
False |
False |
145,353 |
| 60 |
115-000 |
109-120 |
5-200 |
5.1% |
0-114 |
0.3% |
21% |
False |
False |
97,047 |
| 80 |
115-000 |
109-120 |
5-200 |
5.1% |
0-086 |
0.2% |
21% |
False |
False |
72,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-085 |
|
2.618 |
112-111 |
|
1.618 |
111-251 |
|
1.000 |
111-140 |
|
0.618 |
111-071 |
|
HIGH |
110-280 |
|
0.618 |
110-211 |
|
0.500 |
110-190 |
|
0.382 |
110-169 |
|
LOW |
110-100 |
|
0.618 |
109-309 |
|
1.000 |
109-240 |
|
1.618 |
109-129 |
|
2.618 |
108-269 |
|
4.250 |
107-295 |
|
|
| Fisher Pivots for day following 05-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-190 |
110-250 |
| PP |
110-187 |
110-227 |
| S1 |
110-183 |
110-203 |
|