ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 27-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2008 |
27-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
109-225 |
110-107 |
0-202 |
0.6% |
109-092 |
| High |
110-130 |
110-207 |
0-077 |
0.2% |
110-207 |
| Low |
109-187 |
110-065 |
0-198 |
0.6% |
109-020 |
| Close |
110-102 |
110-140 |
0-038 |
0.1% |
110-140 |
| Range |
0-263 |
0-142 |
-0-121 |
-46.0% |
1-187 |
| ATR |
0-219 |
0-214 |
-0-006 |
-2.5% |
0-000 |
| Volume |
581,279 |
648,925 |
67,646 |
11.6% |
2,809,954 |
|
| Daily Pivots for day following 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-243 |
111-174 |
110-218 |
|
| R3 |
111-101 |
111-032 |
110-179 |
|
| R2 |
110-279 |
110-279 |
110-166 |
|
| R1 |
110-210 |
110-210 |
110-153 |
110-244 |
| PP |
110-137 |
110-137 |
110-137 |
110-155 |
| S1 |
110-068 |
110-068 |
110-127 |
110-102 |
| S2 |
109-315 |
109-315 |
110-114 |
|
| S3 |
109-173 |
109-246 |
110-101 |
|
| S4 |
109-031 |
109-104 |
110-062 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-257 |
114-065 |
111-099 |
|
| R3 |
113-070 |
112-198 |
110-279 |
|
| R2 |
111-203 |
111-203 |
110-233 |
|
| R1 |
111-011 |
111-011 |
110-186 |
111-107 |
| PP |
110-016 |
110-016 |
110-016 |
110-064 |
| S1 |
109-144 |
109-144 |
110-094 |
109-240 |
| S2 |
108-149 |
108-149 |
110-047 |
|
| S3 |
106-282 |
107-277 |
110-001 |
|
| S4 |
105-095 |
106-090 |
109-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-207 |
109-020 |
1-187 |
1.4% |
0-189 |
0.5% |
87% |
True |
False |
561,990 |
| 10 |
110-207 |
108-157 |
2-050 |
2.0% |
0-185 |
0.5% |
90% |
True |
False |
583,072 |
| 20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-238 |
0.7% |
69% |
False |
False |
678,350 |
| 40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-211 |
0.6% |
58% |
False |
False |
408,736 |
| 60 |
113-200 |
108-150 |
5-050 |
4.7% |
0-176 |
0.5% |
38% |
False |
False |
273,243 |
| 80 |
115-000 |
108-150 |
6-170 |
5.9% |
0-134 |
0.4% |
30% |
False |
False |
204,974 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-107 |
0.3% |
30% |
False |
False |
163,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-170 |
|
2.618 |
111-259 |
|
1.618 |
111-117 |
|
1.000 |
111-029 |
|
0.618 |
110-295 |
|
HIGH |
110-207 |
|
0.618 |
110-153 |
|
0.500 |
110-136 |
|
0.382 |
110-119 |
|
LOW |
110-065 |
|
0.618 |
109-297 |
|
1.000 |
109-243 |
|
1.618 |
109-155 |
|
2.618 |
109-013 |
|
4.250 |
108-102 |
|
|
| Fisher Pivots for day following 27-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-139 |
110-078 |
| PP |
110-137 |
110-016 |
| S1 |
110-136 |
109-274 |
|