ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 25-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
109-062 |
109-210 |
0-148 |
0.4% |
108-217 |
High |
109-240 |
109-235 |
-0-005 |
0.0% |
109-177 |
Low |
109-032 |
109-020 |
-0-012 |
0.0% |
108-157 |
Close |
109-205 |
109-205 |
0-000 |
0.0% |
109-150 |
Range |
0-208 |
0-215 |
0-007 |
3.4% |
1-020 |
ATR |
0-216 |
0-216 |
0-000 |
0.0% |
0-000 |
Volume |
470,546 |
586,116 |
115,570 |
24.6% |
3,020,772 |
|
Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
111-158 |
111-077 |
110-003 |
|
R3 |
110-263 |
110-182 |
109-264 |
|
R2 |
110-048 |
110-048 |
109-244 |
|
R1 |
109-287 |
109-287 |
109-225 |
109-220 |
PP |
109-153 |
109-153 |
109-153 |
109-120 |
S1 |
109-072 |
109-072 |
109-185 |
109-005 |
S2 |
108-258 |
108-258 |
109-166 |
|
S3 |
108-043 |
108-177 |
109-146 |
|
S4 |
107-148 |
107-282 |
109-087 |
|
|
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 |
108-277 |
0-283 |
0.8% |
0-184 |
0.5% |
88% |
False |
False |
558,531 |
10 |
109-270 |
108-150 |
1-120 |
1.3% |
0-208 |
0.6% |
85% |
False |
False |
600,503 |
20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-236 |
0.7% |
41% |
False |
False |
678,300 |
40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-212 |
0.6% |
34% |
False |
False |
378,311 |
60 |
113-200 |
108-150 |
5-050 |
4.7% |
0-171 |
0.5% |
23% |
False |
False |
252,759 |
80 |
115-000 |
108-150 |
6-170 |
6.0% |
0-128 |
0.4% |
18% |
False |
False |
189,596 |
100 |
115-000 |
108-150 |
6-170 |
6.0% |
0-103 |
0.3% |
18% |
False |
False |
151,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
112-189 |
2.618 |
111-158 |
1.618 |
110-263 |
1.000 |
110-130 |
0.618 |
110-048 |
HIGH |
109-235 |
0.618 |
109-153 |
0.500 |
109-128 |
0.382 |
109-102 |
LOW |
109-020 |
0.618 |
108-207 |
1.000 |
108-125 |
1.618 |
107-312 |
2.618 |
107-097 |
4.250 |
106-066 |
|
|
Fisher Pivots for day following 25-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
109-179 |
109-180 |
PP |
109-153 |
109-155 |
S1 |
109-128 |
109-130 |
|