ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 11-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2008 |
11-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110-050 |
109-110 |
-0-260 |
-0.7% |
109-280 |
| High |
110-050 |
110-030 |
-0-020 |
-0.1% |
111-090 |
| Low |
109-110 |
109-070 |
-0-040 |
-0.1% |
109-270 |
| Close |
109-140 |
109-250 |
0-110 |
0.3% |
111-030 |
| Range |
0-260 |
0-280 |
0-020 |
7.7% |
1-140 |
| ATR |
0-226 |
0-230 |
0-004 |
1.7% |
0-000 |
| Volume |
969,862 |
755,985 |
-213,877 |
-22.1% |
3,804,810 |
|
| Daily Pivots for day following 11-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-103 |
111-297 |
110-084 |
|
| R3 |
111-143 |
111-017 |
110-007 |
|
| R2 |
110-183 |
110-183 |
109-301 |
|
| R1 |
110-057 |
110-057 |
109-276 |
110-120 |
| PP |
109-223 |
109-223 |
109-223 |
109-255 |
| S1 |
109-097 |
109-097 |
109-224 |
109-160 |
| S2 |
108-263 |
108-263 |
109-199 |
|
| S3 |
107-303 |
108-137 |
109-173 |
|
| S4 |
107-023 |
107-177 |
109-096 |
|
|
| 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 |
109-070 |
2-030 |
1.9% |
0-304 |
0.9% |
27% |
False |
True |
834,267 |
| 10 |
111-100 |
109-070 |
2-030 |
1.9% |
0-264 |
0.8% |
27% |
False |
True |
756,097 |
| 20 |
111-180 |
109-070 |
2-110 |
2.1% |
0-227 |
0.6% |
24% |
False |
True |
450,252 |
| 40 |
111-280 |
109-070 |
2-210 |
2.4% |
0-190 |
0.5% |
21% |
False |
True |
228,845 |
| 60 |
115-000 |
109-070 |
5-250 |
5.3% |
0-137 |
0.4% |
10% |
False |
True |
152,711 |
| 80 |
115-000 |
109-070 |
5-250 |
5.3% |
0-102 |
0.3% |
10% |
False |
True |
114,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-260 |
|
2.618 |
112-123 |
|
1.618 |
111-163 |
|
1.000 |
110-310 |
|
0.618 |
110-203 |
|
HIGH |
110-030 |
|
0.618 |
109-243 |
|
0.500 |
109-210 |
|
0.382 |
109-177 |
|
LOW |
109-070 |
|
0.618 |
108-217 |
|
1.000 |
108-110 |
|
1.618 |
107-257 |
|
2.618 |
106-297 |
|
4.250 |
105-160 |
|
|
| Fisher Pivots for day following 11-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109-237 |
110-085 |
| PP |
109-223 |
110-033 |
| S1 |
109-210 |
109-302 |
|