ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 17-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2008 |
17-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
108-217 |
108-160 |
-0-057 |
-0.2% |
111-060 |
| High |
108-280 |
109-040 |
0-080 |
0.2% |
111-100 |
| Low |
108-157 |
108-160 |
0-003 |
0.0% |
108-150 |
| Close |
108-205 |
108-282 |
0-077 |
0.2% |
108-200 |
| Range |
0-123 |
0-200 |
0-077 |
62.6% |
2-270 |
| ATR |
0-233 |
0-230 |
-0-002 |
-1.0% |
0-000 |
| Volume |
695,882 |
429,993 |
-265,889 |
-38.2% |
3,931,472 |
|
| Daily Pivots for day following 17-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-227 |
110-135 |
109-072 |
|
| R3 |
110-027 |
109-255 |
109-017 |
|
| R2 |
109-147 |
109-147 |
108-319 |
|
| R1 |
109-055 |
109-055 |
108-300 |
109-101 |
| PP |
108-267 |
108-267 |
108-267 |
108-290 |
| S1 |
108-175 |
108-175 |
108-264 |
108-221 |
| S2 |
108-067 |
108-067 |
108-245 |
|
| S3 |
107-187 |
107-295 |
108-227 |
|
| S4 |
106-307 |
107-095 |
108-172 |
|
|
| 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 |
110-030 |
108-150 |
1-200 |
1.5% |
0-247 |
0.7% |
25% |
False |
False |
657,273 |
| 10 |
111-100 |
108-150 |
2-270 |
2.6% |
0-268 |
0.8% |
15% |
False |
False |
752,195 |
| 20 |
111-180 |
108-150 |
3-030 |
2.8% |
0-237 |
0.7% |
13% |
False |
False |
559,262 |
| 40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-206 |
0.6% |
12% |
False |
False |
292,104 |
| 60 |
113-240 |
108-150 |
5-090 |
4.9% |
0-153 |
0.4% |
8% |
False |
False |
194,884 |
| 80 |
115-000 |
108-150 |
6-170 |
6.0% |
0-114 |
0.3% |
6% |
False |
False |
146,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-250 |
|
2.618 |
110-244 |
|
1.618 |
110-044 |
|
1.000 |
109-240 |
|
0.618 |
109-164 |
|
HIGH |
109-040 |
|
0.618 |
108-284 |
|
0.500 |
108-260 |
|
0.382 |
108-236 |
|
LOW |
108-160 |
|
0.618 |
108-036 |
|
1.000 |
107-280 |
|
1.618 |
107-156 |
|
2.618 |
106-276 |
|
4.250 |
105-270 |
|
|
| Fisher Pivots for day following 17-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
108-275 |
108-280 |
| PP |
108-267 |
108-277 |
| S1 |
108-260 |
108-275 |
|