ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 01-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2008 |
01-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110-310 |
111-040 |
0-050 |
0.1% |
111-190 |
| High |
111-110 |
111-190 |
0-080 |
0.2% |
111-220 |
| Low |
110-220 |
111-010 |
0-110 |
0.3% |
110-150 |
| Close |
111-080 |
111-040 |
-0-040 |
-0.1% |
110-180 |
| Range |
0-210 |
0-180 |
-0-030 |
-14.3% |
1-070 |
| ATR |
0-144 |
0-147 |
0-003 |
1.8% |
0-000 |
| Volume |
14,357 |
10,181 |
-4,176 |
-29.1% |
1,859 |
|
| Daily Pivots for day following 01-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-300 |
112-190 |
111-139 |
|
| R3 |
112-120 |
112-010 |
111-090 |
|
| R2 |
111-260 |
111-260 |
111-073 |
|
| R1 |
111-150 |
111-150 |
111-056 |
111-130 |
| PP |
111-080 |
111-080 |
111-080 |
111-070 |
| S1 |
110-290 |
110-290 |
111-024 |
110-270 |
| S2 |
110-220 |
110-220 |
111-007 |
|
| S3 |
110-040 |
110-110 |
110-310 |
|
| S4 |
109-180 |
109-250 |
110-261 |
|
|
| 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 |
111-190 |
110-150 |
1-040 |
1.0% |
0-132 |
0.4% |
58% |
True |
False |
7,164 |
| 10 |
111-220 |
110-150 |
1-070 |
1.1% |
0-133 |
0.4% |
54% |
False |
False |
3,658 |
| 20 |
113-200 |
110-150 |
3-050 |
2.8% |
0-098 |
0.3% |
21% |
False |
False |
2,105 |
| 40 |
115-000 |
110-150 |
4-170 |
4.1% |
0-049 |
0.1% |
14% |
False |
False |
1,136 |
| 60 |
115-000 |
110-150 |
4-170 |
4.1% |
0-033 |
0.1% |
14% |
False |
False |
758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-315 |
|
2.618 |
113-021 |
|
1.618 |
112-161 |
|
1.000 |
112-050 |
|
0.618 |
111-301 |
|
HIGH |
111-190 |
|
0.618 |
111-121 |
|
0.500 |
111-100 |
|
0.382 |
111-079 |
|
LOW |
111-010 |
|
0.618 |
110-219 |
|
1.000 |
110-150 |
|
1.618 |
110-039 |
|
2.618 |
109-179 |
|
4.250 |
108-205 |
|
|
| Fisher Pivots for day following 01-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-100 |
111-045 |
| PP |
111-080 |
111-043 |
| S1 |
111-060 |
111-042 |
|