ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 10-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2008 |
10-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
111-060 |
110-050 |
-1-010 |
-0.9% |
109-280 |
High |
111-100 |
110-050 |
-1-050 |
-1.0% |
111-090 |
Low |
109-300 |
109-110 |
-0-190 |
-0.5% |
109-270 |
Close |
110-040 |
109-140 |
-0-220 |
-0.6% |
111-030 |
Range |
1-120 |
0-260 |
-0-180 |
-40.9% |
1-140 |
ATR |
0-223 |
0-226 |
0-003 |
1.2% |
0-000 |
Volume |
801,116 |
969,862 |
168,746 |
21.1% |
3,804,810 |
|
Daily Pivots for day following 10-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-027 |
111-183 |
109-283 |
|
R3 |
111-087 |
110-243 |
109-212 |
|
R2 |
110-147 |
110-147 |
109-188 |
|
R1 |
109-303 |
109-303 |
109-164 |
109-255 |
PP |
109-207 |
109-207 |
109-207 |
109-182 |
S1 |
109-043 |
109-043 |
109-116 |
108-315 |
S2 |
108-267 |
108-267 |
109-092 |
|
S3 |
108-007 |
108-103 |
109-068 |
|
S4 |
107-067 |
107-163 |
108-317 |
|
|
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 |
109-110 |
1-310 |
1.8% |
0-290 |
0.8% |
5% |
False |
True |
847,116 |
10 |
111-100 |
109-110 |
1-310 |
1.8% |
0-260 |
0.7% |
5% |
False |
True |
714,481 |
20 |
111-180 |
109-110 |
2-070 |
2.0% |
0-224 |
0.6% |
4% |
False |
True |
413,194 |
40 |
112-070 |
109-110 |
2-280 |
2.6% |
0-184 |
0.5% |
3% |
False |
True |
209,946 |
60 |
115-000 |
109-110 |
5-210 |
5.2% |
0-132 |
0.4% |
2% |
False |
True |
140,111 |
80 |
115-000 |
109-110 |
5-210 |
5.2% |
0-099 |
0.3% |
2% |
False |
True |
105,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-195 |
2.618 |
112-091 |
1.618 |
111-151 |
1.000 |
110-310 |
0.618 |
110-211 |
HIGH |
110-050 |
0.618 |
109-271 |
0.500 |
109-240 |
0.382 |
109-209 |
LOW |
109-110 |
0.618 |
108-269 |
1.000 |
108-170 |
1.618 |
108-009 |
2.618 |
107-069 |
4.250 |
105-285 |
|
|
Fisher Pivots for day following 10-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
109-240 |
110-105 |
PP |
109-207 |
110-010 |
S1 |
109-173 |
109-235 |
|