ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
110-175 |
110-165 |
-0-010 |
0.0% |
109-092 |
| High |
110-242 |
111-010 |
0-088 |
0.2% |
110-207 |
| Low |
110-095 |
110-115 |
0-020 |
0.1% |
109-020 |
| Close |
110-177 |
110-165 |
-0-012 |
0.0% |
110-140 |
| Range |
0-147 |
0-215 |
0-068 |
46.3% |
1-187 |
| ATR |
0-209 |
0-210 |
0-000 |
0.2% |
0-000 |
| Volume |
598,709 |
520,752 |
-77,957 |
-13.0% |
2,809,954 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-208 |
112-082 |
110-283 |
|
| R3 |
111-313 |
111-187 |
110-224 |
|
| R2 |
111-098 |
111-098 |
110-204 |
|
| R1 |
110-292 |
110-292 |
110-185 |
110-272 |
| PP |
110-203 |
110-203 |
110-203 |
110-194 |
| S1 |
110-077 |
110-077 |
110-145 |
110-058 |
| S2 |
109-308 |
109-308 |
110-126 |
|
| S3 |
109-093 |
109-182 |
110-106 |
|
| S4 |
108-198 |
108-287 |
110-047 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-257 |
114-065 |
111-099 |
|
| R3 |
113-070 |
112-198 |
110-279 |
|
| R2 |
111-203 |
111-203 |
110-233 |
|
| R1 |
111-011 |
111-011 |
110-186 |
111-107 |
| PP |
110-016 |
110-016 |
110-016 |
110-064 |
| S1 |
109-144 |
109-144 |
110-094 |
109-240 |
| S2 |
108-149 |
108-149 |
110-047 |
|
| S3 |
106-282 |
107-277 |
110-001 |
|
| S4 |
105-095 |
106-090 |
109-181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-010 |
109-020 |
1-310 |
1.8% |
0-196 |
0.6% |
74% |
True |
False |
587,156 |
| 10 |
111-010 |
108-262 |
2-068 |
2.0% |
0-189 |
0.5% |
77% |
True |
False |
582,431 |
| 20 |
111-100 |
108-150 |
2-270 |
2.6% |
0-229 |
0.6% |
72% |
False |
False |
667,313 |
| 40 |
111-280 |
108-150 |
3-130 |
3.1% |
0-213 |
0.6% |
60% |
False |
False |
436,134 |
| 60 |
113-200 |
108-150 |
5-050 |
4.7% |
0-180 |
0.5% |
40% |
False |
False |
291,900 |
| 80 |
115-000 |
108-150 |
6-170 |
5.9% |
0-138 |
0.4% |
31% |
False |
False |
218,967 |
| 100 |
115-000 |
108-150 |
6-170 |
5.9% |
0-110 |
0.3% |
31% |
False |
False |
175,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-284 |
|
2.618 |
112-253 |
|
1.618 |
112-038 |
|
1.000 |
111-225 |
|
0.618 |
111-143 |
|
HIGH |
111-010 |
|
0.618 |
110-248 |
|
0.500 |
110-222 |
|
0.382 |
110-197 |
|
LOW |
110-115 |
|
0.618 |
109-302 |
|
1.000 |
109-220 |
|
1.618 |
109-087 |
|
2.618 |
108-192 |
|
4.250 |
107-161 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-222 |
110-198 |
| PP |
110-203 |
110-187 |
| S1 |
110-184 |
110-176 |
|