ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 24-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
109-092 |
109-062 |
-0-030 |
-0.1% |
108-217 |
High |
109-147 |
109-240 |
0-093 |
0.3% |
109-177 |
Low |
109-030 |
109-032 |
0-002 |
0.0% |
108-157 |
Close |
109-067 |
109-205 |
0-138 |
0.4% |
109-150 |
Range |
0-117 |
0-208 |
0-091 |
77.8% |
1-020 |
ATR |
0-217 |
0-216 |
-0-001 |
-0.3% |
0-000 |
Volume |
523,088 |
470,546 |
-52,542 |
-10.0% |
3,020,772 |
|
Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-143 |
111-062 |
109-319 |
|
R3 |
110-255 |
110-174 |
109-262 |
|
R2 |
110-047 |
110-047 |
109-243 |
|
R1 |
109-286 |
109-286 |
109-224 |
110-006 |
PP |
109-159 |
109-159 |
109-159 |
109-179 |
S1 |
109-078 |
109-078 |
109-186 |
109-118 |
S2 |
108-271 |
108-271 |
109-167 |
|
S3 |
108-063 |
108-190 |
109-148 |
|
S4 |
107-175 |
107-302 |
109-091 |
|
|
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 |
109-240 |
108-262 |
0-298 |
0.8% |
0-182 |
0.5% |
88% |
True |
False |
577,706 |
10 |
110-030 |
108-150 |
1-200 |
1.5% |
0-214 |
0.6% |
72% |
False |
False |
617,490 |
20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-237 |
0.7% |
41% |
False |
False |
665,985 |
40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-212 |
0.6% |
34% |
False |
False |
364,017 |
60 |
113-240 |
108-150 |
5-090 |
4.8% |
0-168 |
0.5% |
22% |
False |
False |
242,990 |
80 |
115-000 |
108-150 |
6-170 |
6.0% |
0-126 |
0.4% |
18% |
False |
False |
182,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-164 |
2.618 |
111-145 |
1.618 |
110-257 |
1.000 |
110-128 |
0.618 |
110-049 |
HIGH |
109-240 |
0.618 |
109-161 |
0.500 |
109-136 |
0.382 |
109-111 |
LOW |
109-032 |
0.618 |
108-223 |
1.000 |
108-144 |
1.618 |
108-015 |
2.618 |
107-127 |
4.250 |
106-108 |
|
|
Fisher Pivots for day following 24-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
109-182 |
109-177 |
PP |
109-159 |
109-149 |
S1 |
109-136 |
109-121 |
|