ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 30-Apr-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2008 |
30-Apr-2008 |
Change |
Change % |
Previous Week |
| Open |
110-310 |
110-310 |
0-000 |
0.0% |
111-190 |
| High |
111-040 |
111-110 |
0-070 |
0.2% |
111-220 |
| Low |
110-280 |
110-220 |
-0-060 |
-0.2% |
110-150 |
| Close |
110-290 |
111-080 |
0-110 |
0.3% |
110-180 |
| Range |
0-080 |
0-210 |
0-130 |
162.5% |
1-070 |
| ATR |
0-139 |
0-144 |
0-005 |
3.6% |
0-000 |
| Volume |
2,728 |
14,357 |
11,629 |
426.3% |
1,859 |
|
| Daily Pivots for day following 30-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-020 |
112-260 |
111-196 |
|
| R3 |
112-130 |
112-050 |
111-138 |
|
| R2 |
111-240 |
111-240 |
111-118 |
|
| R1 |
111-160 |
111-160 |
111-099 |
111-200 |
| PP |
111-030 |
111-030 |
111-030 |
111-050 |
| S1 |
110-270 |
110-270 |
111-061 |
110-310 |
| S2 |
110-140 |
110-140 |
111-042 |
|
| S3 |
109-250 |
110-060 |
111-022 |
|
| S4 |
109-040 |
109-170 |
110-284 |
|
|
| Weekly Pivots for week ending 25-Apr-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-180 |
113-250 |
111-074 |
|
| R3 |
113-110 |
112-180 |
110-287 |
|
| R2 |
112-040 |
112-040 |
110-252 |
|
| R1 |
111-110 |
111-110 |
110-216 |
111-040 |
| PP |
110-290 |
110-290 |
110-290 |
110-255 |
| S1 |
110-040 |
110-040 |
110-144 |
109-290 |
| S2 |
109-220 |
109-220 |
110-108 |
|
| S3 |
108-150 |
108-290 |
110-073 |
|
| S4 |
107-080 |
107-220 |
109-286 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-170 |
110-150 |
1-020 |
1.0% |
0-152 |
0.4% |
74% |
False |
False |
5,263 |
| 10 |
111-260 |
110-150 |
1-110 |
1.2% |
0-119 |
0.3% |
58% |
False |
False |
2,640 |
| 20 |
113-200 |
110-150 |
3-050 |
2.8% |
0-090 |
0.3% |
25% |
False |
False |
1,654 |
| 40 |
115-000 |
110-150 |
4-170 |
4.1% |
0-045 |
0.1% |
17% |
False |
False |
882 |
| 60 |
115-000 |
110-150 |
4-170 |
4.1% |
0-030 |
0.1% |
17% |
False |
False |
588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-042 |
|
2.618 |
113-020 |
|
1.618 |
112-130 |
|
1.000 |
112-000 |
|
0.618 |
111-240 |
|
HIGH |
111-110 |
|
0.618 |
111-030 |
|
0.500 |
111-005 |
|
0.382 |
110-300 |
|
LOW |
110-220 |
|
0.618 |
110-090 |
|
1.000 |
110-010 |
|
1.618 |
109-200 |
|
2.618 |
108-310 |
|
4.250 |
107-288 |
|
|
| Fisher Pivots for day following 30-Apr-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-055 |
111-047 |
| PP |
111-030 |
111-013 |
| S1 |
111-005 |
110-300 |
|