ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
109-240 |
108-260 |
-0-300 |
-0.9% |
111-060 |
High |
109-270 |
109-080 |
-0-190 |
-0.5% |
111-100 |
Low |
108-210 |
108-150 |
-0-060 |
-0.2% |
108-150 |
Close |
108-290 |
108-200 |
-0-090 |
-0.3% |
108-200 |
Range |
1-060 |
0-250 |
-0-130 |
-34.2% |
2-270 |
ATR |
0-241 |
0-241 |
0-001 |
0.3% |
0-000 |
Volume |
716,752 |
687,757 |
-28,995 |
-4.0% |
3,931,472 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-040 |
110-210 |
109-018 |
|
R3 |
110-110 |
109-280 |
108-269 |
|
R2 |
109-180 |
109-180 |
108-246 |
|
R1 |
109-030 |
109-030 |
108-223 |
108-300 |
PP |
108-250 |
108-250 |
108-250 |
108-225 |
S1 |
108-100 |
108-100 |
108-177 |
108-050 |
S2 |
108-000 |
108-000 |
108-154 |
|
S3 |
107-070 |
107-170 |
108-131 |
|
S4 |
106-140 |
106-240 |
108-062 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-000 |
116-050 |
110-060 |
|
R3 |
115-050 |
113-100 |
109-130 |
|
R2 |
112-100 |
112-100 |
109-047 |
|
R1 |
110-150 |
110-150 |
108-283 |
109-310 |
PP |
109-150 |
109-150 |
109-150 |
109-070 |
S1 |
107-200 |
107-200 |
108-117 |
107-040 |
S2 |
106-200 |
106-200 |
108-033 |
|
S3 |
103-250 |
104-250 |
107-270 |
|
S4 |
100-300 |
101-300 |
107-020 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-100 |
108-150 |
2-270 |
2.6% |
1-002 |
0.9% |
5% |
False |
True |
786,294 |
10 |
111-100 |
108-150 |
2-270 |
2.6% |
0-291 |
0.8% |
5% |
False |
True |
773,628 |
20 |
111-180 |
108-150 |
3-030 |
2.8% |
0-235 |
0.7% |
5% |
False |
True |
512,259 |
40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-199 |
0.6% |
5% |
False |
True |
263,958 |
60 |
114-110 |
108-150 |
5-280 |
5.4% |
0-147 |
0.4% |
3% |
False |
True |
176,119 |
80 |
115-000 |
108-150 |
6-170 |
6.0% |
0-110 |
0.3% |
2% |
False |
True |
132,090 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-182 |
2.618 |
111-094 |
1.618 |
110-164 |
1.000 |
110-010 |
0.618 |
109-234 |
HIGH |
109-080 |
0.618 |
108-304 |
0.500 |
108-275 |
0.382 |
108-246 |
LOW |
108-150 |
0.618 |
107-316 |
1.000 |
107-220 |
1.618 |
107-066 |
2.618 |
106-136 |
4.250 |
105-048 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
108-275 |
109-090 |
PP |
108-250 |
109-020 |
S1 |
108-225 |
108-270 |
|