ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 19-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2008 |
19-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
111-275 |
112-180 |
0-225 |
0.6% |
114-070 |
| High |
112-190 |
112-245 |
0-055 |
0.2% |
114-150 |
| Low |
111-205 |
111-230 |
0-025 |
0.1% |
111-010 |
| Close |
112-130 |
111-275 |
-0-175 |
-0.5% |
111-050 |
| Range |
0-305 |
1-015 |
0-030 |
9.8% |
3-140 |
| ATR |
0-317 |
0-319 |
0-001 |
0.4% |
0-000 |
| Volume |
944,876 |
945,888 |
1,012 |
0.1% |
5,569,077 |
|
| Daily Pivots for day following 19-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-082 |
114-193 |
112-139 |
|
| R3 |
114-067 |
113-178 |
112-047 |
|
| R2 |
113-052 |
113-052 |
112-016 |
|
| R1 |
112-163 |
112-163 |
111-306 |
112-100 |
| PP |
112-037 |
112-037 |
112-037 |
112-005 |
| S1 |
111-148 |
111-148 |
111-244 |
111-085 |
| S2 |
111-022 |
111-022 |
111-214 |
|
| S3 |
110-007 |
110-133 |
111-183 |
|
| S4 |
108-312 |
109-118 |
111-091 |
|
|
| 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 |
112-245 |
111-010 |
1-235 |
1.6% |
0-273 |
0.8% |
48% |
True |
False |
930,655 |
| 10 |
114-150 |
111-010 |
3-140 |
3.1% |
1-038 |
1.0% |
24% |
False |
False |
1,021,035 |
| 20 |
114-150 |
111-010 |
3-140 |
3.1% |
1-007 |
0.9% |
24% |
False |
False |
923,354 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-297 |
0.8% |
20% |
False |
False |
478,360 |
| 60 |
117-190 |
111-010 |
6-180 |
5.9% |
0-264 |
0.7% |
13% |
False |
False |
319,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-069 |
|
2.618 |
115-162 |
|
1.618 |
114-147 |
|
1.000 |
113-260 |
|
0.618 |
113-132 |
|
HIGH |
112-245 |
|
0.618 |
112-117 |
|
0.500 |
112-078 |
|
0.382 |
112-038 |
|
LOW |
111-230 |
|
0.618 |
111-023 |
|
1.000 |
110-215 |
|
1.618 |
110-008 |
|
2.618 |
108-313 |
|
4.250 |
107-086 |
|
|
| Fisher Pivots for day following 19-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-078 |
111-310 |
| PP |
112-037 |
111-298 |
| S1 |
111-316 |
111-287 |
|