ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 20-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
109-132 |
109-010 |
-0-122 |
-0.3% |
108-217 |
High |
109-177 |
109-162 |
-0-015 |
0.0% |
109-177 |
Low |
108-277 |
109-002 |
0-045 |
0.1% |
108-157 |
Close |
108-307 |
109-150 |
0-163 |
0.5% |
109-150 |
Range |
0-220 |
0-160 |
-0-060 |
-27.3% |
1-020 |
ATR |
0-228 |
0-224 |
-0-004 |
-1.7% |
0-000 |
Volume |
599,655 |
613,250 |
13,595 |
2.3% |
3,020,772 |
|
Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-265 |
110-207 |
109-238 |
|
R3 |
110-105 |
110-047 |
109-194 |
|
R2 |
109-265 |
109-265 |
109-179 |
|
R1 |
109-207 |
109-207 |
109-165 |
109-236 |
PP |
109-105 |
109-105 |
109-105 |
109-119 |
S1 |
109-047 |
109-047 |
109-135 |
109-076 |
S2 |
108-265 |
108-265 |
109-121 |
|
S3 |
108-105 |
108-207 |
109-106 |
|
S4 |
107-265 |
108-047 |
109-062 |
|
|
Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-115 |
111-312 |
110-017 |
|
R3 |
111-095 |
110-292 |
109-244 |
|
R2 |
110-075 |
110-075 |
109-212 |
|
R1 |
109-272 |
109-272 |
109-181 |
110-014 |
PP |
109-055 |
109-055 |
109-055 |
109-085 |
S1 |
108-252 |
108-252 |
109-119 |
108-314 |
S2 |
108-035 |
108-035 |
109-088 |
|
S3 |
107-015 |
107-232 |
109-056 |
|
S4 |
105-315 |
106-212 |
108-283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
109-177 |
108-157 |
1-020 |
1.0% |
0-182 |
0.5% |
92% |
False |
False |
604,154 |
10 |
111-100 |
108-150 |
2-270 |
2.6% |
0-252 |
0.7% |
35% |
False |
False |
695,224 |
20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-231 |
0.7% |
35% |
False |
False |
628,324 |
40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-208 |
0.6% |
29% |
False |
False |
339,431 |
60 |
113-240 |
108-150 |
5-090 |
4.8% |
0-162 |
0.5% |
19% |
False |
False |
226,465 |
80 |
115-000 |
108-150 |
6-170 |
6.0% |
0-122 |
0.3% |
15% |
False |
False |
169,849 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-202 |
2.618 |
110-261 |
1.618 |
110-101 |
1.000 |
110-002 |
0.618 |
109-261 |
HIGH |
109-162 |
0.618 |
109-101 |
0.500 |
109-082 |
0.382 |
109-063 |
LOW |
109-002 |
0.618 |
108-223 |
1.000 |
108-162 |
1.618 |
108-063 |
2.618 |
107-223 |
4.250 |
106-282 |
|
|
Fisher Pivots for day following 20-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
109-127 |
109-120 |
PP |
109-105 |
109-090 |
S1 |
109-082 |
109-060 |
|