ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 03-Jun-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2008 |
03-Jun-2008 |
Change |
Change % |
Previous Week |
| Open |
109-280 |
110-180 |
0-220 |
0.6% |
111-000 |
| High |
110-230 |
111-040 |
0-130 |
0.4% |
111-030 |
| Low |
109-270 |
110-090 |
0-140 |
0.4% |
109-120 |
| Close |
110-180 |
111-010 |
0-150 |
0.4% |
109-300 |
| Range |
0-280 |
0-270 |
-0-010 |
-3.6% |
1-230 |
| ATR |
0-188 |
0-194 |
0-006 |
3.1% |
0-000 |
| Volume |
580,776 |
759,428 |
178,652 |
30.8% |
1,809,439 |
|
| Daily Pivots for day following 03-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-110 |
113-010 |
111-158 |
|
| R3 |
112-160 |
112-060 |
111-084 |
|
| R2 |
111-210 |
111-210 |
111-060 |
|
| R1 |
111-110 |
111-110 |
111-035 |
111-160 |
| PP |
110-260 |
110-260 |
110-260 |
110-285 |
| S1 |
110-160 |
110-160 |
110-305 |
110-210 |
| S2 |
109-310 |
109-310 |
110-280 |
|
| S3 |
109-040 |
109-210 |
110-256 |
|
| S4 |
108-090 |
108-260 |
110-182 |
|
|
| 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 |
111-040 |
109-120 |
1-240 |
1.6% |
0-230 |
0.6% |
95% |
True |
False |
581,846 |
| 10 |
111-180 |
109-120 |
2-060 |
2.0% |
0-205 |
0.6% |
76% |
False |
False |
366,330 |
| 20 |
111-280 |
109-120 |
2-160 |
2.3% |
0-196 |
0.6% |
66% |
False |
False |
204,955 |
| 40 |
113-200 |
109-120 |
4-080 |
3.8% |
0-156 |
0.4% |
39% |
False |
False |
104,194 |
| 60 |
115-000 |
109-120 |
5-200 |
5.1% |
0-108 |
0.3% |
29% |
False |
False |
69,518 |
| 80 |
115-000 |
109-120 |
5-200 |
5.1% |
0-081 |
0.2% |
29% |
False |
False |
52,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-228 |
|
2.618 |
113-107 |
|
1.618 |
112-157 |
|
1.000 |
111-310 |
|
0.618 |
111-207 |
|
HIGH |
111-040 |
|
0.618 |
110-257 |
|
0.500 |
110-225 |
|
0.382 |
110-193 |
|
LOW |
110-090 |
|
0.618 |
109-243 |
|
1.000 |
109-140 |
|
1.618 |
108-293 |
|
2.618 |
108-023 |
|
4.250 |
106-222 |
|
|
| Fisher Pivots for day following 03-Jun-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-295 |
110-268 |
| PP |
110-260 |
110-207 |
| S1 |
110-225 |
110-145 |
|