ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 23-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2008 |
23-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
109-010 |
109-092 |
0-082 |
0.2% |
108-217 |
High |
109-162 |
109-147 |
-0-015 |
0.0% |
109-177 |
Low |
109-002 |
109-030 |
0-028 |
0.1% |
108-157 |
Close |
109-150 |
109-067 |
-0-083 |
-0.2% |
109-150 |
Range |
0-160 |
0-117 |
-0-043 |
-26.9% |
1-020 |
ATR |
0-224 |
0-217 |
-0-007 |
-3.3% |
0-000 |
Volume |
613,250 |
523,088 |
-90,162 |
-14.7% |
3,020,772 |
|
Daily Pivots for day following 23-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
110-112 |
110-047 |
109-131 |
|
R3 |
109-315 |
109-250 |
109-099 |
|
R2 |
109-198 |
109-198 |
109-088 |
|
R1 |
109-133 |
109-133 |
109-078 |
109-107 |
PP |
109-081 |
109-081 |
109-081 |
109-068 |
S1 |
109-016 |
109-016 |
109-056 |
108-310 |
S2 |
108-284 |
108-284 |
109-046 |
|
S3 |
108-167 |
108-219 |
109-035 |
|
S4 |
108-050 |
108-102 |
109-003 |
|
|
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 |
108-160 |
1-017 |
1.0% |
0-180 |
0.5% |
67% |
False |
False |
569,595 |
10 |
110-050 |
108-150 |
1-220 |
1.5% |
0-220 |
0.6% |
44% |
False |
False |
667,421 |
20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-236 |
0.7% |
26% |
False |
False |
648,827 |
40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-209 |
0.6% |
22% |
False |
False |
352,322 |
60 |
113-240 |
108-150 |
5-090 |
4.8% |
0-164 |
0.5% |
14% |
False |
False |
235,184 |
80 |
115-000 |
108-150 |
6-170 |
6.0% |
0-123 |
0.4% |
11% |
False |
False |
176,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
111-004 |
2.618 |
110-133 |
1.618 |
110-016 |
1.000 |
109-264 |
0.618 |
109-219 |
HIGH |
109-147 |
0.618 |
109-102 |
0.500 |
109-088 |
0.382 |
109-075 |
LOW |
109-030 |
0.618 |
108-278 |
1.000 |
108-233 |
1.618 |
108-161 |
2.618 |
108-044 |
4.250 |
107-173 |
|
|
Fisher Pivots for day following 23-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
109-088 |
109-067 |
PP |
109-081 |
109-067 |
S1 |
109-074 |
109-067 |
|