ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 06-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2008 |
06-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110-230 |
110-160 |
-0-070 |
-0.2% |
109-280 |
| High |
110-280 |
111-080 |
0-120 |
0.3% |
111-090 |
| Low |
110-100 |
110-040 |
-0-060 |
-0.2% |
109-270 |
| Close |
110-180 |
111-030 |
0-170 |
0.5% |
111-030 |
| Range |
0-180 |
1-040 |
0-180 |
100.0% |
1-140 |
| ATR |
0-195 |
0-207 |
0-012 |
6.1% |
0-000 |
| Volume |
831,459 |
812,913 |
-18,546 |
-2.2% |
3,804,810 |
|
| Daily Pivots for day following 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-063 |
113-247 |
111-228 |
|
| R3 |
113-023 |
112-207 |
111-129 |
|
| R2 |
111-303 |
111-303 |
111-096 |
|
| R1 |
111-167 |
111-167 |
111-063 |
111-235 |
| PP |
110-263 |
110-263 |
110-263 |
110-298 |
| S1 |
110-127 |
110-127 |
110-317 |
110-195 |
| S2 |
109-223 |
109-223 |
110-284 |
|
| S3 |
108-183 |
109-087 |
110-251 |
|
| S4 |
107-143 |
108-047 |
110-152 |
|
|
| Weekly Pivots for week ending 06-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-017 |
114-163 |
111-283 |
|
| R3 |
113-197 |
113-023 |
111-156 |
|
| R2 |
112-057 |
112-057 |
111-114 |
|
| R1 |
111-203 |
111-203 |
111-072 |
111-290 |
| PP |
110-237 |
110-237 |
110-237 |
110-280 |
| S1 |
110-063 |
110-063 |
110-308 |
110-150 |
| S2 |
109-097 |
109-097 |
110-266 |
|
| S3 |
107-277 |
108-243 |
110-224 |
|
| S4 |
106-137 |
107-103 |
110-097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-090 |
109-270 |
1-140 |
1.3% |
0-260 |
0.7% |
87% |
False |
False |
760,962 |
| 10 |
111-090 |
109-120 |
1-290 |
1.7% |
0-211 |
0.6% |
90% |
False |
False |
561,424 |
| 20 |
111-270 |
109-120 |
2-150 |
2.2% |
0-210 |
0.6% |
70% |
False |
False |
326,228 |
| 40 |
113-200 |
109-120 |
4-080 |
3.8% |
0-171 |
0.5% |
40% |
False |
False |
165,675 |
| 60 |
115-000 |
109-120 |
5-200 |
5.1% |
0-120 |
0.3% |
31% |
False |
False |
110,595 |
| 80 |
115-000 |
109-120 |
5-200 |
5.1% |
0-090 |
0.3% |
31% |
False |
False |
82,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-010 |
|
2.618 |
114-062 |
|
1.618 |
113-022 |
|
1.000 |
112-120 |
|
0.618 |
111-302 |
|
HIGH |
111-080 |
|
0.618 |
110-262 |
|
0.500 |
110-220 |
|
0.382 |
110-178 |
|
LOW |
110-040 |
|
0.618 |
109-138 |
|
1.000 |
109-000 |
|
1.618 |
108-098 |
|
2.618 |
107-058 |
|
4.250 |
105-110 |
|
|
| Fisher Pivots for day following 06-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-307 |
110-308 |
| PP |
110-263 |
110-267 |
| S1 |
110-220 |
110-225 |
|