ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
110-107 |
110-175 |
0-068 |
0.2% |
109-092 |
| High |
110-207 |
110-242 |
0-035 |
0.1% |
110-207 |
| Low |
110-065 |
110-095 |
0-030 |
0.1% |
109-020 |
| Close |
110-140 |
110-177 |
0-037 |
0.1% |
110-140 |
| Range |
0-142 |
0-147 |
0-005 |
3.5% |
1-187 |
| ATR |
0-214 |
0-209 |
-0-005 |
-2.2% |
0-000 |
| Volume |
648,925 |
598,709 |
-50,216 |
-7.7% |
2,809,954 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-292 |
111-222 |
110-258 |
|
| R3 |
111-145 |
111-075 |
110-217 |
|
| R2 |
110-318 |
110-318 |
110-204 |
|
| R1 |
110-248 |
110-248 |
110-190 |
110-283 |
| PP |
110-171 |
110-171 |
110-171 |
110-189 |
| S1 |
110-101 |
110-101 |
110-164 |
110-136 |
| S2 |
110-024 |
110-024 |
110-150 |
|
| S3 |
109-197 |
109-274 |
110-137 |
|
| S4 |
109-050 |
109-127 |
110-096 |
|
|
| 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 |
110-242 |
109-020 |
1-222 |
1.5% |
0-195 |
0.6% |
88% |
True |
False |
577,115 |
| 10 |
110-242 |
108-160 |
2-082 |
2.0% |
0-188 |
0.5% |
91% |
True |
False |
573,355 |
| 20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-232 |
0.7% |
73% |
False |
False |
679,247 |
| 40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-212 |
0.6% |
61% |
False |
False |
423,407 |
| 60 |
113-200 |
108-150 |
5-050 |
4.7% |
0-178 |
0.5% |
40% |
False |
False |
283,221 |
| 80 |
115-000 |
108-150 |
6-170 |
5.9% |
0-135 |
0.4% |
32% |
False |
False |
212,458 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-108 |
0.3% |
32% |
False |
False |
169,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-227 |
|
2.618 |
111-307 |
|
1.618 |
111-160 |
|
1.000 |
111-069 |
|
0.618 |
111-013 |
|
HIGH |
110-242 |
|
0.618 |
110-186 |
|
0.500 |
110-168 |
|
0.382 |
110-151 |
|
LOW |
110-095 |
|
0.618 |
110-004 |
|
1.000 |
109-268 |
|
1.618 |
109-177 |
|
2.618 |
109-030 |
|
4.250 |
108-110 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-174 |
110-136 |
| PP |
110-171 |
110-095 |
| S1 |
110-168 |
110-054 |
|