ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 20-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2008 |
20-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-180 |
111-305 |
-0-195 |
-0.5% |
111-095 |
| High |
112-245 |
112-210 |
-0-035 |
-0.1% |
112-245 |
| Low |
111-230 |
111-280 |
0-050 |
0.1% |
111-050 |
| Close |
111-275 |
112-155 |
0-200 |
0.6% |
112-155 |
| Range |
1-015 |
0-250 |
-0-085 |
-25.4% |
1-195 |
| ATR |
0-319 |
0-314 |
-0-005 |
-1.4% |
0-000 |
| Volume |
945,888 |
989,674 |
43,786 |
4.6% |
4,532,349 |
|
| Daily Pivots for day following 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-218 |
114-117 |
112-292 |
|
| R3 |
113-288 |
113-187 |
112-224 |
|
| R2 |
113-038 |
113-038 |
112-201 |
|
| R1 |
112-257 |
112-257 |
112-178 |
112-308 |
| PP |
112-108 |
112-108 |
112-108 |
112-134 |
| S1 |
112-007 |
112-007 |
112-132 |
112-058 |
| S2 |
111-178 |
111-178 |
112-109 |
|
| S3 |
110-248 |
111-077 |
112-086 |
|
| S4 |
109-318 |
110-147 |
112-018 |
|
|
| Weekly Pivots for week ending 20-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-308 |
116-107 |
113-118 |
|
| R3 |
115-113 |
114-232 |
112-297 |
|
| R2 |
113-238 |
113-238 |
112-249 |
|
| R1 |
113-037 |
113-037 |
112-202 |
113-138 |
| PP |
112-043 |
112-043 |
112-043 |
112-094 |
| S1 |
111-162 |
111-162 |
112-108 |
111-262 |
| S2 |
110-168 |
110-168 |
112-061 |
|
| S3 |
108-293 |
109-287 |
112-013 |
|
| S4 |
107-098 |
108-092 |
111-192 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-245 |
111-050 |
1-195 |
1.4% |
0-265 |
0.7% |
83% |
False |
False |
906,469 |
| 10 |
114-150 |
111-010 |
3-140 |
3.1% |
1-008 |
0.9% |
42% |
False |
False |
1,010,142 |
| 20 |
114-150 |
111-010 |
3-140 |
3.1% |
1-002 |
0.9% |
42% |
False |
False |
965,246 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-298 |
0.8% |
36% |
False |
False |
502,983 |
| 60 |
117-190 |
111-010 |
6-180 |
5.8% |
0-266 |
0.7% |
22% |
False |
False |
336,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-312 |
|
2.618 |
114-224 |
|
1.618 |
113-294 |
|
1.000 |
113-140 |
|
0.618 |
113-044 |
|
HIGH |
112-210 |
|
0.618 |
112-114 |
|
0.500 |
112-085 |
|
0.382 |
112-056 |
|
LOW |
111-280 |
|
0.618 |
111-126 |
|
1.000 |
111-030 |
|
1.618 |
110-196 |
|
2.618 |
109-266 |
|
4.250 |
108-178 |
|
|
| Fisher Pivots for day following 20-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-132 |
112-125 |
| PP |
112-108 |
112-095 |
| S1 |
112-085 |
112-065 |
|