ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 19-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
108-310 |
109-132 |
0-142 |
0.4% |
111-060 |
High |
109-147 |
109-177 |
0-030 |
0.1% |
111-100 |
Low |
108-262 |
108-277 |
0-015 |
0.0% |
108-150 |
Close |
109-115 |
108-307 |
-0-128 |
-0.4% |
108-200 |
Range |
0-205 |
0-220 |
0-015 |
7.3% |
2-270 |
ATR |
0-229 |
0-228 |
-0-001 |
-0.3% |
0-000 |
Volume |
681,992 |
599,655 |
-82,337 |
-12.1% |
3,931,472 |
|
Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-060 |
110-244 |
109-108 |
|
R3 |
110-160 |
110-024 |
109-048 |
|
R2 |
109-260 |
109-260 |
109-027 |
|
R1 |
109-124 |
109-124 |
109-007 |
109-082 |
PP |
109-040 |
109-040 |
109-040 |
109-020 |
S1 |
108-224 |
108-224 |
108-287 |
108-182 |
S2 |
108-140 |
108-140 |
108-267 |
|
S3 |
107-240 |
108-004 |
108-246 |
|
S4 |
107-020 |
107-104 |
108-186 |
|
|
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 |
109-177 |
108-150 |
1-027 |
1.0% |
0-200 |
0.6% |
45% |
True |
False |
619,055 |
10 |
111-100 |
108-150 |
2-270 |
2.6% |
0-272 |
0.8% |
17% |
False |
False |
715,190 |
20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-235 |
0.7% |
17% |
False |
False |
603,313 |
40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-207 |
0.6% |
14% |
False |
False |
324,127 |
60 |
113-240 |
108-150 |
5-090 |
4.8% |
0-160 |
0.5% |
9% |
False |
False |
216,245 |
80 |
115-000 |
108-150 |
6-170 |
6.0% |
0-120 |
0.3% |
8% |
False |
False |
162,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-152 |
2.618 |
111-113 |
1.618 |
110-213 |
1.000 |
110-077 |
0.618 |
109-313 |
HIGH |
109-177 |
0.618 |
109-093 |
0.500 |
109-067 |
0.382 |
109-041 |
LOW |
108-277 |
0.618 |
108-141 |
1.000 |
108-057 |
1.618 |
107-241 |
2.618 |
107-021 |
4.250 |
105-302 |
|
|
Fisher Pivots for day following 19-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
109-067 |
109-008 |
PP |
109-040 |
109-001 |
S1 |
109-014 |
108-314 |
|