ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
109-210 |
109-225 |
0-015 |
0.0% |
108-217 |
| High |
109-235 |
110-130 |
0-215 |
0.6% |
109-177 |
| Low |
109-020 |
109-187 |
0-167 |
0.5% |
108-157 |
| Close |
109-205 |
110-102 |
0-217 |
0.6% |
109-150 |
| Range |
0-215 |
0-263 |
0-048 |
22.3% |
1-020 |
| ATR |
0-216 |
0-219 |
0-003 |
1.6% |
0-000 |
| Volume |
586,116 |
581,279 |
-4,837 |
-0.8% |
3,020,772 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-182 |
112-085 |
110-247 |
|
| R3 |
111-239 |
111-142 |
110-174 |
|
| R2 |
110-296 |
110-296 |
110-150 |
|
| R1 |
110-199 |
110-199 |
110-126 |
110-248 |
| PP |
110-033 |
110-033 |
110-033 |
110-057 |
| S1 |
109-256 |
109-256 |
110-078 |
109-304 |
| S2 |
109-090 |
109-090 |
110-054 |
|
| S3 |
108-147 |
108-313 |
110-030 |
|
| S4 |
107-204 |
108-050 |
109-277 |
|
|
| 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 |
110-130 |
109-002 |
1-128 |
1.3% |
0-193 |
0.5% |
94% |
True |
False |
554,855 |
| 10 |
110-130 |
108-150 |
1-300 |
1.8% |
0-196 |
0.6% |
95% |
True |
False |
586,955 |
| 20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-237 |
0.7% |
65% |
False |
False |
681,399 |
| 40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-214 |
0.6% |
54% |
False |
False |
392,588 |
| 60 |
113-200 |
108-150 |
5-050 |
4.7% |
0-175 |
0.5% |
36% |
False |
False |
262,427 |
| 80 |
115-000 |
108-150 |
6-170 |
5.9% |
0-132 |
0.4% |
28% |
False |
False |
196,862 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-105 |
0.3% |
28% |
False |
False |
157,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-288 |
|
2.618 |
112-179 |
|
1.618 |
111-236 |
|
1.000 |
111-073 |
|
0.618 |
110-293 |
|
HIGH |
110-130 |
|
0.618 |
110-030 |
|
0.500 |
109-318 |
|
0.382 |
109-287 |
|
LOW |
109-187 |
|
0.618 |
109-024 |
|
1.000 |
108-244 |
|
1.618 |
108-081 |
|
2.618 |
107-138 |
|
4.250 |
106-029 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-068 |
110-040 |
| PP |
110-033 |
109-297 |
| S1 |
109-318 |
109-235 |
|