ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 24-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2008 |
24-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-070 |
112-080 |
0-010 |
0.0% |
111-095 |
| High |
112-200 |
113-040 |
0-160 |
0.4% |
112-245 |
| Low |
112-040 |
112-035 |
-0-005 |
0.0% |
111-050 |
| Close |
112-080 |
112-300 |
0-220 |
0.6% |
112-155 |
| Range |
0-160 |
1-005 |
0-165 |
103.1% |
1-195 |
| ATR |
0-303 |
0-305 |
0-002 |
0.5% |
0-000 |
| Volume |
857,209 |
654,965 |
-202,244 |
-23.6% |
4,532,349 |
|
| Daily Pivots for day following 24-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-247 |
115-118 |
113-159 |
|
| R3 |
114-242 |
114-113 |
113-069 |
|
| R2 |
113-237 |
113-237 |
113-040 |
|
| R1 |
113-108 |
113-108 |
113-010 |
113-172 |
| PP |
112-232 |
112-232 |
112-232 |
112-264 |
| S1 |
112-103 |
112-103 |
112-270 |
112-168 |
| S2 |
111-227 |
111-227 |
112-240 |
|
| S3 |
110-222 |
111-098 |
112-211 |
|
| S4 |
109-217 |
110-093 |
112-121 |
|
|
| 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 |
113-040 |
111-205 |
1-155 |
1.3% |
0-275 |
0.8% |
87% |
True |
False |
878,522 |
| 10 |
113-040 |
111-010 |
2-030 |
1.9% |
0-292 |
0.8% |
91% |
True |
False |
920,416 |
| 20 |
114-150 |
111-010 |
3-140 |
3.0% |
1-012 |
0.9% |
55% |
False |
False |
1,024,646 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-302 |
0.8% |
47% |
False |
False |
540,607 |
| 60 |
116-310 |
111-010 |
5-300 |
5.3% |
0-269 |
0.7% |
32% |
False |
False |
361,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-141 |
|
2.618 |
115-251 |
|
1.618 |
114-246 |
|
1.000 |
114-045 |
|
0.618 |
113-241 |
|
HIGH |
113-040 |
|
0.618 |
112-236 |
|
0.500 |
112-198 |
|
0.382 |
112-159 |
|
LOW |
112-035 |
|
0.618 |
111-154 |
|
1.000 |
111-030 |
|
1.618 |
110-149 |
|
2.618 |
109-144 |
|
4.250 |
107-254 |
|
|
| Fisher Pivots for day following 24-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-266 |
112-253 |
| PP |
112-232 |
112-207 |
| S1 |
112-198 |
112-160 |
|