ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110-165 |
110-152 |
-0-013 |
0.0% |
109-092 |
| High |
111-010 |
110-267 |
-0-063 |
-0.2% |
110-207 |
| Low |
110-115 |
110-107 |
-0-008 |
0.0% |
109-020 |
| Close |
110-165 |
110-240 |
0-075 |
0.2% |
110-140 |
| Range |
0-215 |
0-160 |
-0-055 |
-25.6% |
1-187 |
| ATR |
0-210 |
0-206 |
-0-004 |
-1.7% |
0-000 |
| Volume |
520,752 |
820,001 |
299,249 |
57.5% |
2,809,954 |
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-045 |
111-302 |
111-008 |
|
| R3 |
111-205 |
111-142 |
110-284 |
|
| R2 |
111-045 |
111-045 |
110-269 |
|
| R1 |
110-302 |
110-302 |
110-255 |
111-014 |
| PP |
110-205 |
110-205 |
110-205 |
110-220 |
| S1 |
110-142 |
110-142 |
110-225 |
110-174 |
| S2 |
110-045 |
110-045 |
110-211 |
|
| S3 |
109-205 |
109-302 |
110-196 |
|
| S4 |
109-045 |
109-142 |
110-152 |
|
|
| 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 |
111-010 |
109-187 |
1-143 |
1.3% |
0-185 |
0.5% |
81% |
False |
False |
633,933 |
| 10 |
111-010 |
108-277 |
2-053 |
2.0% |
0-185 |
0.5% |
87% |
False |
False |
596,232 |
| 20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-226 |
0.6% |
80% |
False |
False |
667,301 |
| 40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-212 |
0.6% |
67% |
False |
False |
456,329 |
| 60 |
113-200 |
108-150 |
5-050 |
4.7% |
0-183 |
0.5% |
44% |
False |
False |
305,566 |
| 80 |
115-000 |
108-150 |
6-170 |
5.9% |
0-140 |
0.4% |
35% |
False |
False |
229,217 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-112 |
0.3% |
35% |
False |
False |
183,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-307 |
|
2.618 |
112-046 |
|
1.618 |
111-206 |
|
1.000 |
111-107 |
|
0.618 |
111-046 |
|
HIGH |
110-267 |
|
0.618 |
110-206 |
|
0.500 |
110-187 |
|
0.382 |
110-168 |
|
LOW |
110-107 |
|
0.618 |
110-008 |
|
1.000 |
109-267 |
|
1.618 |
109-168 |
|
2.618 |
109-008 |
|
4.250 |
108-067 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-222 |
110-231 |
| PP |
110-205 |
110-222 |
| S1 |
110-187 |
110-212 |
|