ECBOT 10 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 30-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2008 |
30-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
113-205 |
113-290 |
0-085 |
0.2% |
112-070 |
| High |
114-065 |
114-055 |
-0-010 |
0.0% |
114-065 |
| Low |
113-165 |
113-185 |
0-020 |
0.1% |
112-025 |
| Close |
113-265 |
113-295 |
0-030 |
0.1% |
113-265 |
| Range |
0-220 |
0-190 |
-0-030 |
-13.6% |
2-040 |
| ATR |
0-304 |
0-296 |
-0-008 |
-2.7% |
0-000 |
| Volume |
1,056,912 |
963,868 |
-93,044 |
-8.8% |
4,355,163 |
|
| Daily Pivots for day following 30-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-215 |
115-125 |
114-080 |
|
| R3 |
115-025 |
114-255 |
114-027 |
|
| R2 |
114-155 |
114-155 |
114-010 |
|
| R1 |
114-065 |
114-065 |
113-312 |
114-110 |
| PP |
113-285 |
113-285 |
113-285 |
113-308 |
| S1 |
113-195 |
113-195 |
113-278 |
113-240 |
| S2 |
113-095 |
113-095 |
113-260 |
|
| S3 |
112-225 |
113-005 |
113-243 |
|
| S4 |
112-035 |
112-135 |
113-190 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-238 |
118-292 |
114-319 |
|
| R3 |
117-198 |
116-252 |
114-132 |
|
| R2 |
115-158 |
115-158 |
114-070 |
|
| R1 |
114-212 |
114-212 |
114-007 |
115-025 |
| PP |
113-118 |
113-118 |
113-118 |
113-185 |
| S1 |
112-172 |
112-172 |
113-203 |
112-305 |
| S2 |
111-078 |
111-078 |
113-140 |
|
| S3 |
109-038 |
110-132 |
113-078 |
|
| S4 |
106-318 |
108-092 |
112-211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-065 |
112-025 |
2-040 |
1.9% |
0-286 |
0.8% |
87% |
False |
False |
892,364 |
| 10 |
114-065 |
111-055 |
3-010 |
2.7% |
0-274 |
0.8% |
91% |
False |
False |
884,497 |
| 20 |
114-150 |
111-010 |
3-140 |
3.0% |
1-002 |
0.9% |
84% |
False |
False |
1,045,894 |
| 40 |
115-030 |
111-010 |
4-020 |
3.6% |
0-298 |
0.8% |
71% |
False |
False |
634,830 |
| 60 |
116-310 |
111-010 |
5-300 |
5.2% |
0-282 |
0.8% |
49% |
False |
False |
424,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-222 |
|
2.618 |
115-232 |
|
1.618 |
115-042 |
|
1.000 |
114-245 |
|
0.618 |
114-172 |
|
HIGH |
114-055 |
|
0.618 |
113-302 |
|
0.500 |
113-280 |
|
0.382 |
113-258 |
|
LOW |
113-185 |
|
0.618 |
113-068 |
|
1.000 |
112-315 |
|
1.618 |
112-198 |
|
2.618 |
112-008 |
|
4.250 |
111-018 |
|
|
| Fisher Pivots for day following 30-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
113-290 |
113-242 |
| PP |
113-285 |
113-190 |
| S1 |
113-280 |
113-138 |
|