ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 09-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2008 |
09-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110-160 |
111-060 |
0-220 |
0.6% |
109-280 |
| High |
111-080 |
111-100 |
0-020 |
0.1% |
111-090 |
| Low |
110-040 |
109-300 |
-0-060 |
-0.2% |
109-270 |
| Close |
111-030 |
110-040 |
-0-310 |
-0.9% |
111-030 |
| Range |
1-040 |
1-120 |
0-080 |
22.2% |
1-140 |
| ATR |
0-207 |
0-223 |
0-017 |
8.1% |
0-000 |
| Volume |
812,913 |
801,116 |
-11,797 |
-1.5% |
3,804,810 |
|
| Daily Pivots for day following 09-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-187 |
113-233 |
110-282 |
|
| R3 |
113-067 |
112-113 |
110-161 |
|
| R2 |
111-267 |
111-267 |
110-121 |
|
| R1 |
110-313 |
110-313 |
110-080 |
110-230 |
| PP |
110-147 |
110-147 |
110-147 |
110-105 |
| S1 |
109-193 |
109-193 |
110-000 |
109-110 |
| S2 |
109-027 |
109-027 |
109-279 |
|
| S3 |
107-227 |
108-073 |
109-239 |
|
| S4 |
106-107 |
106-273 |
109-118 |
|
|
| 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 |
111-100 |
109-300 |
1-120 |
1.2% |
0-292 |
0.8% |
14% |
True |
True |
805,030 |
| 10 |
111-100 |
109-120 |
1-300 |
1.8% |
0-252 |
0.7% |
39% |
True |
False |
630,233 |
| 20 |
111-200 |
109-120 |
2-080 |
2.0% |
0-226 |
0.6% |
33% |
False |
False |
365,479 |
| 40 |
113-020 |
109-120 |
3-220 |
3.3% |
0-179 |
0.5% |
20% |
False |
False |
185,703 |
| 60 |
115-000 |
109-120 |
5-200 |
5.1% |
0-128 |
0.4% |
13% |
False |
False |
123,947 |
| 80 |
115-000 |
109-120 |
5-200 |
5.1% |
0-096 |
0.3% |
13% |
False |
False |
92,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-050 |
|
2.618 |
114-292 |
|
1.618 |
113-172 |
|
1.000 |
112-220 |
|
0.618 |
112-052 |
|
HIGH |
111-100 |
|
0.618 |
110-252 |
|
0.500 |
110-200 |
|
0.382 |
110-148 |
|
LOW |
109-300 |
|
0.618 |
109-028 |
|
1.000 |
108-180 |
|
1.618 |
107-228 |
|
2.618 |
106-108 |
|
4.250 |
104-030 |
|
|
| Fisher Pivots for day following 09-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-200 |
110-200 |
| PP |
110-147 |
110-147 |
| S1 |
110-093 |
110-093 |
|