ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 25-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2008 |
25-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
112-080 |
113-015 |
0-255 |
0.7% |
111-095 |
| High |
113-040 |
113-030 |
-0-010 |
0.0% |
112-245 |
| Low |
112-035 |
112-025 |
-0-010 |
0.0% |
111-050 |
| Close |
112-300 |
112-250 |
-0-050 |
-0.1% |
112-155 |
| Range |
1-005 |
1-005 |
0-000 |
0.0% |
1-195 |
| ATR |
0-305 |
0-306 |
0-001 |
0.5% |
0-000 |
| Volume |
654,965 |
862,755 |
207,790 |
31.7% |
4,532,349 |
|
| Daily Pivots for day following 25-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-223 |
115-082 |
113-109 |
|
| R3 |
114-218 |
114-077 |
113-019 |
|
| R2 |
113-213 |
113-213 |
112-310 |
|
| R1 |
113-072 |
113-072 |
112-280 |
112-300 |
| PP |
112-208 |
112-208 |
112-208 |
112-162 |
| S1 |
112-067 |
112-067 |
112-220 |
111-295 |
| S2 |
111-203 |
111-203 |
112-190 |
|
| S3 |
110-198 |
111-062 |
112-161 |
|
| S4 |
109-193 |
110-057 |
112-071 |
|
|
| 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 |
111-230 |
1-130 |
1.2% |
0-279 |
0.8% |
76% |
False |
False |
862,098 |
| 10 |
113-040 |
111-010 |
2-030 |
1.9% |
0-288 |
0.8% |
84% |
False |
False |
908,061 |
| 20 |
114-150 |
111-010 |
3-140 |
3.0% |
1-009 |
0.9% |
51% |
False |
False |
1,040,772 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-302 |
0.8% |
43% |
False |
False |
561,972 |
| 60 |
116-310 |
111-010 |
5-300 |
5.3% |
0-273 |
0.8% |
29% |
False |
False |
375,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-131 |
|
2.618 |
115-241 |
|
1.618 |
114-236 |
|
1.000 |
114-035 |
|
0.618 |
113-231 |
|
HIGH |
113-030 |
|
0.618 |
112-226 |
|
0.500 |
112-188 |
|
0.382 |
112-149 |
|
LOW |
112-025 |
|
0.618 |
111-144 |
|
1.000 |
111-020 |
|
1.618 |
110-139 |
|
2.618 |
109-134 |
|
4.250 |
107-244 |
|
|
| Fisher Pivots for day following 25-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
112-229 |
112-231 |
| PP |
112-208 |
112-212 |
| S1 |
112-188 |
112-192 |
|