ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 12-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2008 |
12-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
109-110 |
109-240 |
0-130 |
0.4% |
109-280 |
| High |
110-030 |
109-270 |
-0-080 |
-0.2% |
111-090 |
| Low |
109-070 |
108-210 |
-0-180 |
-0.5% |
109-270 |
| Close |
109-250 |
108-290 |
-0-280 |
-0.8% |
111-030 |
| Range |
0-280 |
1-060 |
0-100 |
35.7% |
1-140 |
| ATR |
0-230 |
0-241 |
0-011 |
4.7% |
0-000 |
| Volume |
755,985 |
716,752 |
-39,233 |
-5.2% |
3,804,810 |
|
| Daily Pivots for day following 12-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-223 |
111-317 |
109-179 |
|
| R3 |
111-163 |
110-257 |
109-074 |
|
| R2 |
110-103 |
110-103 |
109-040 |
|
| R1 |
109-197 |
109-197 |
109-005 |
109-120 |
| PP |
109-043 |
109-043 |
109-043 |
109-005 |
| S1 |
108-137 |
108-137 |
108-255 |
108-060 |
| S2 |
107-303 |
107-303 |
108-220 |
|
| S3 |
106-243 |
107-077 |
108-186 |
|
| S4 |
105-183 |
106-017 |
108-081 |
|
|
| 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 |
108-210 |
2-210 |
2.4% |
1-024 |
1.0% |
9% |
False |
True |
811,325 |
| 10 |
111-100 |
108-210 |
2-210 |
2.4% |
0-277 |
0.8% |
9% |
False |
True |
775,843 |
| 20 |
111-180 |
108-210 |
2-290 |
2.7% |
0-234 |
0.7% |
9% |
False |
True |
484,358 |
| 40 |
111-280 |
108-210 |
3-070 |
3.0% |
0-198 |
0.6% |
8% |
False |
True |
246,764 |
| 60 |
115-000 |
108-210 |
6-110 |
5.8% |
0-143 |
0.4% |
4% |
False |
True |
164,657 |
| 80 |
115-000 |
108-210 |
6-110 |
5.8% |
0-107 |
0.3% |
4% |
False |
True |
123,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-285 |
|
2.618 |
112-305 |
|
1.618 |
111-245 |
|
1.000 |
111-010 |
|
0.618 |
110-185 |
|
HIGH |
109-270 |
|
0.618 |
109-125 |
|
0.500 |
109-080 |
|
0.382 |
109-035 |
|
LOW |
108-210 |
|
0.618 |
107-295 |
|
1.000 |
107-150 |
|
1.618 |
106-235 |
|
2.618 |
105-175 |
|
4.250 |
103-195 |
|
|
| Fisher Pivots for day following 12-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109-080 |
109-130 |
| PP |
109-043 |
109-077 |
| S1 |
109-007 |
109-023 |
|