ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 26-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2008 |
26-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-015 |
112-300 |
-0-035 |
-0.1% |
111-095 |
| High |
113-030 |
113-260 |
0-230 |
0.6% |
112-245 |
| Low |
112-025 |
112-210 |
0-185 |
0.5% |
111-050 |
| Close |
112-250 |
113-210 |
0-280 |
0.8% |
112-155 |
| Range |
1-005 |
1-050 |
0-045 |
13.8% |
1-195 |
| ATR |
0-306 |
0-311 |
0-005 |
1.5% |
0-000 |
| Volume |
862,755 |
923,322 |
60,567 |
7.0% |
4,532,349 |
|
| Daily Pivots for day following 26-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-270 |
116-130 |
114-094 |
|
| R3 |
115-220 |
115-080 |
113-312 |
|
| R2 |
114-170 |
114-170 |
113-278 |
|
| R1 |
114-030 |
114-030 |
113-244 |
114-100 |
| PP |
113-120 |
113-120 |
113-120 |
113-155 |
| S1 |
112-300 |
112-300 |
113-176 |
113-050 |
| S2 |
112-070 |
112-070 |
113-142 |
|
| S3 |
111-020 |
111-250 |
113-108 |
|
| S4 |
109-290 |
110-200 |
113-006 |
|
|
| 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 |
113-260 |
111-280 |
1-300 |
1.7% |
0-286 |
0.8% |
92% |
True |
False |
857,585 |
| 10 |
113-260 |
111-010 |
2-250 |
2.4% |
0-280 |
0.8% |
94% |
True |
False |
894,120 |
| 20 |
114-150 |
111-010 |
3-140 |
3.0% |
1-010 |
0.9% |
76% |
False |
False |
1,045,929 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-305 |
0.8% |
65% |
False |
False |
584,904 |
| 60 |
116-310 |
111-010 |
5-300 |
5.2% |
0-277 |
0.8% |
44% |
False |
False |
390,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-232 |
|
2.618 |
116-269 |
|
1.618 |
115-219 |
|
1.000 |
114-310 |
|
0.618 |
114-169 |
|
HIGH |
113-260 |
|
0.618 |
113-119 |
|
0.500 |
113-075 |
|
0.382 |
113-031 |
|
LOW |
112-210 |
|
0.618 |
111-301 |
|
1.000 |
111-160 |
|
1.618 |
110-251 |
|
2.618 |
109-201 |
|
4.250 |
107-238 |
|
|
| Fisher Pivots for day following 26-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-165 |
113-134 |
| PP |
113-120 |
113-058 |
| S1 |
113-075 |
112-302 |
|