ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 16-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2008 |
16-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
108-260 |
108-217 |
-0-043 |
-0.1% |
111-060 |
| High |
109-080 |
108-280 |
-0-120 |
-0.3% |
111-100 |
| Low |
108-150 |
108-157 |
0-007 |
0.0% |
108-150 |
| Close |
108-200 |
108-205 |
0-005 |
0.0% |
108-200 |
| Range |
0-250 |
0-123 |
-0-127 |
-50.8% |
2-270 |
| ATR |
0-241 |
0-233 |
-0-008 |
-3.5% |
0-000 |
| Volume |
687,757 |
695,882 |
8,125 |
1.2% |
3,931,472 |
|
| Daily Pivots for day following 16-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
109-263 |
109-197 |
108-273 |
|
| R3 |
109-140 |
109-074 |
108-239 |
|
| R2 |
109-017 |
109-017 |
108-228 |
|
| R1 |
108-271 |
108-271 |
108-216 |
108-242 |
| PP |
108-214 |
108-214 |
108-214 |
108-200 |
| S1 |
108-148 |
108-148 |
108-194 |
108-120 |
| S2 |
108-091 |
108-091 |
108-182 |
|
| S3 |
107-288 |
108-025 |
108-171 |
|
| S4 |
107-165 |
107-222 |
108-137 |
|
|
| 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 |
110-050 |
108-150 |
1-220 |
1.6% |
0-259 |
0.7% |
10% |
False |
False |
765,247 |
| 10 |
111-100 |
108-150 |
2-270 |
2.6% |
0-275 |
0.8% |
6% |
False |
False |
785,138 |
| 20 |
111-180 |
108-150 |
3-030 |
2.8% |
0-235 |
0.7% |
6% |
False |
False |
543,011 |
| 40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-201 |
0.6% |
5% |
False |
False |
281,355 |
| 60 |
114-110 |
108-150 |
5-280 |
5.4% |
0-149 |
0.4% |
3% |
False |
False |
187,717 |
| 80 |
115-000 |
108-150 |
6-170 |
6.0% |
0-112 |
0.3% |
3% |
False |
False |
140,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
110-163 |
|
2.618 |
109-282 |
|
1.618 |
109-159 |
|
1.000 |
109-083 |
|
0.618 |
109-036 |
|
HIGH |
108-280 |
|
0.618 |
108-233 |
|
0.500 |
108-218 |
|
0.382 |
108-204 |
|
LOW |
108-157 |
|
0.618 |
108-081 |
|
1.000 |
108-034 |
|
1.618 |
107-278 |
|
2.618 |
107-155 |
|
4.250 |
106-274 |
|
|
| Fisher Pivots for day following 16-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108-218 |
109-050 |
| PP |
108-214 |
108-315 |
| S1 |
108-210 |
108-260 |
|