ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 18-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
108-160 |
108-310 |
0-150 |
0.4% |
111-060 |
High |
109-040 |
109-147 |
0-107 |
0.3% |
111-100 |
Low |
108-160 |
108-262 |
0-102 |
0.3% |
108-150 |
Close |
108-282 |
109-115 |
0-153 |
0.4% |
108-200 |
Range |
0-200 |
0-205 |
0-005 |
2.5% |
2-270 |
ATR |
0-230 |
0-229 |
-0-002 |
-0.8% |
0-000 |
Volume |
429,993 |
681,992 |
251,999 |
58.6% |
3,931,472 |
|
Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-043 |
110-284 |
109-228 |
|
R3 |
110-158 |
110-079 |
109-171 |
|
R2 |
109-273 |
109-273 |
109-153 |
|
R1 |
109-194 |
109-194 |
109-134 |
109-234 |
PP |
109-068 |
109-068 |
109-068 |
109-088 |
S1 |
108-309 |
108-309 |
109-096 |
109-028 |
S2 |
108-183 |
108-183 |
109-077 |
|
S3 |
107-298 |
108-104 |
109-059 |
|
S4 |
107-093 |
107-219 |
109-002 |
|
|
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 |
109-270 |
108-150 |
1-120 |
1.3% |
0-232 |
0.7% |
65% |
False |
False |
642,475 |
10 |
111-100 |
108-150 |
2-270 |
2.6% |
0-268 |
0.8% |
31% |
False |
False |
738,371 |
20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-240 |
0.7% |
31% |
False |
False |
581,336 |
40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-208 |
0.6% |
26% |
False |
False |
309,153 |
60 |
113-240 |
108-150 |
5-090 |
4.8% |
0-156 |
0.4% |
17% |
False |
False |
206,250 |
80 |
115-000 |
108-150 |
6-170 |
6.0% |
0-117 |
0.3% |
14% |
False |
False |
154,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-058 |
2.618 |
111-044 |
1.618 |
110-159 |
1.000 |
110-032 |
0.618 |
109-274 |
HIGH |
109-147 |
0.618 |
109-069 |
0.500 |
109-044 |
0.382 |
109-020 |
LOW |
108-262 |
0.618 |
108-135 |
1.000 |
108-057 |
1.618 |
107-250 |
2.618 |
107-045 |
4.250 |
106-031 |
|
|
Fisher Pivots for day following 18-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
109-092 |
109-074 |
PP |
109-068 |
109-033 |
S1 |
109-044 |
108-312 |
|