ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 18-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2008 |
18-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111-055 |
111-275 |
0-220 |
0.6% |
114-070 |
| High |
112-000 |
112-190 |
0-190 |
0.5% |
114-150 |
| Low |
111-055 |
111-205 |
0-150 |
0.4% |
111-010 |
| Close |
111-240 |
112-130 |
0-210 |
0.6% |
111-050 |
| Range |
0-265 |
0-305 |
0-040 |
15.1% |
3-140 |
| ATR |
0-318 |
0-317 |
-0-001 |
-0.3% |
0-000 |
| Volume |
645,503 |
944,876 |
299,373 |
46.4% |
5,569,077 |
|
| Daily Pivots for day following 18-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-023 |
114-222 |
112-298 |
|
| R3 |
114-038 |
113-237 |
112-214 |
|
| R2 |
113-053 |
113-053 |
112-186 |
|
| R1 |
112-252 |
112-252 |
112-158 |
112-312 |
| PP |
112-068 |
112-068 |
112-068 |
112-099 |
| S1 |
111-267 |
111-267 |
112-102 |
112-008 |
| S2 |
111-083 |
111-083 |
112-074 |
|
| S3 |
110-098 |
110-282 |
112-046 |
|
| S4 |
109-113 |
109-297 |
111-282 |
|
|
| Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-170 |
120-090 |
113-015 |
|
| R3 |
119-030 |
116-270 |
112-032 |
|
| R2 |
115-210 |
115-210 |
111-252 |
|
| R1 |
113-130 |
113-130 |
111-151 |
112-260 |
| PP |
112-070 |
112-070 |
112-070 |
111-295 |
| S1 |
109-310 |
109-310 |
110-269 |
109-120 |
| S2 |
108-250 |
108-250 |
110-168 |
|
| S3 |
105-110 |
106-170 |
110-068 |
|
| S4 |
101-290 |
103-030 |
109-085 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-220 |
111-010 |
1-210 |
1.5% |
0-298 |
0.8% |
83% |
False |
False |
954,024 |
| 10 |
114-150 |
111-010 |
3-140 |
3.1% |
1-032 |
1.0% |
40% |
False |
False |
1,077,309 |
| 20 |
114-150 |
111-010 |
3-140 |
3.1% |
1-012 |
0.9% |
40% |
False |
False |
883,668 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-299 |
0.8% |
34% |
False |
False |
454,838 |
| 60 |
117-190 |
111-010 |
6-180 |
5.8% |
0-261 |
0.7% |
21% |
False |
False |
303,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-206 |
|
2.618 |
115-028 |
|
1.618 |
114-043 |
|
1.000 |
113-175 |
|
0.618 |
113-058 |
|
HIGH |
112-190 |
|
0.618 |
112-073 |
|
0.500 |
112-038 |
|
0.382 |
112-002 |
|
LOW |
111-205 |
|
0.618 |
111-017 |
|
1.000 |
110-220 |
|
1.618 |
110-032 |
|
2.618 |
109-047 |
|
4.250 |
107-189 |
|
|
| Fisher Pivots for day following 18-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-099 |
112-073 |
| PP |
112-068 |
112-017 |
| S1 |
112-038 |
111-280 |
|