ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 02-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2008 |
02-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
109-250 |
109-280 |
0-030 |
0.1% |
111-000 |
| High |
110-040 |
110-230 |
0-190 |
0.5% |
111-030 |
| Low |
109-250 |
109-270 |
0-020 |
0.1% |
109-120 |
| Close |
109-300 |
110-180 |
0-200 |
0.6% |
109-300 |
| Range |
0-110 |
0-280 |
0-170 |
154.5% |
1-230 |
| ATR |
0-181 |
0-188 |
0-007 |
3.9% |
0-000 |
| Volume |
709,908 |
580,776 |
-129,132 |
-18.2% |
1,809,439 |
|
| Daily Pivots for day following 02-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-000 |
112-210 |
111-014 |
|
| R3 |
112-040 |
111-250 |
110-257 |
|
| R2 |
111-080 |
111-080 |
110-231 |
|
| R1 |
110-290 |
110-290 |
110-206 |
111-025 |
| PP |
110-120 |
110-120 |
110-120 |
110-148 |
| S1 |
110-010 |
110-010 |
110-154 |
110-065 |
| S2 |
109-160 |
109-160 |
110-129 |
|
| S3 |
108-200 |
109-050 |
110-103 |
|
| S4 |
107-240 |
108-090 |
110-026 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-093 |
114-107 |
110-282 |
|
| R3 |
113-183 |
112-197 |
110-131 |
|
| R2 |
111-273 |
111-273 |
110-081 |
|
| R1 |
110-287 |
110-287 |
110-030 |
110-165 |
| PP |
110-043 |
110-043 |
110-043 |
109-302 |
| S1 |
109-057 |
109-057 |
109-250 |
108-255 |
| S2 |
108-133 |
108-133 |
109-199 |
|
| S3 |
106-223 |
107-147 |
109-149 |
|
| S4 |
104-313 |
105-237 |
108-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-030 |
109-120 |
1-230 |
1.6% |
0-212 |
0.6% |
69% |
False |
False |
455,437 |
| 10 |
111-180 |
109-120 |
2-060 |
2.0% |
0-195 |
0.6% |
54% |
False |
False |
300,883 |
| 20 |
111-280 |
109-120 |
2-160 |
2.3% |
0-192 |
0.5% |
48% |
False |
False |
167,567 |
| 40 |
113-200 |
109-120 |
4-080 |
3.8% |
0-151 |
0.4% |
28% |
False |
False |
85,208 |
| 60 |
115-000 |
109-120 |
5-200 |
5.1% |
0-103 |
0.3% |
21% |
False |
False |
56,861 |
| 80 |
115-000 |
109-120 |
5-200 |
5.1% |
0-078 |
0.2% |
21% |
False |
False |
42,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-140 |
|
2.618 |
113-003 |
|
1.618 |
112-043 |
|
1.000 |
111-190 |
|
0.618 |
111-083 |
|
HIGH |
110-230 |
|
0.618 |
110-123 |
|
0.500 |
110-090 |
|
0.382 |
110-057 |
|
LOW |
109-270 |
|
0.618 |
109-097 |
|
1.000 |
108-310 |
|
1.618 |
108-137 |
|
2.618 |
107-177 |
|
4.250 |
106-040 |
|
|
| Fisher Pivots for day following 02-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-150 |
110-125 |
| PP |
110-120 |
110-070 |
| S1 |
110-090 |
110-015 |
|