ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 06-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2008 |
06-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110-260 |
110-230 |
-0-030 |
-0.1% |
110-190 |
| High |
110-290 |
111-040 |
0-070 |
0.2% |
111-190 |
| Low |
110-180 |
110-190 |
0-010 |
0.0% |
110-140 |
| Close |
110-260 |
110-250 |
-0-010 |
0.0% |
110-230 |
| Range |
0-110 |
0-170 |
0-060 |
54.5% |
1-050 |
| ATR |
0-154 |
0-155 |
0-001 |
0.8% |
0-000 |
| Volume |
11,874 |
11,682 |
-192 |
-1.6% |
37,739 |
|
| Daily Pivots for day following 06-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-137 |
112-043 |
111-024 |
|
| R3 |
111-287 |
111-193 |
110-297 |
|
| R2 |
111-117 |
111-117 |
110-281 |
|
| R1 |
111-023 |
111-023 |
110-266 |
111-070 |
| PP |
110-267 |
110-267 |
110-267 |
110-290 |
| S1 |
110-173 |
110-173 |
110-234 |
110-220 |
| S2 |
110-097 |
110-097 |
110-219 |
|
| S3 |
109-247 |
110-003 |
110-203 |
|
| S4 |
109-077 |
109-153 |
110-156 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-123 |
113-227 |
111-114 |
|
| R3 |
113-073 |
112-177 |
111-012 |
|
| R2 |
112-023 |
112-023 |
110-298 |
|
| R1 |
111-127 |
111-127 |
110-264 |
111-235 |
| PP |
110-293 |
110-293 |
110-293 |
111-028 |
| S1 |
110-077 |
110-077 |
110-196 |
110-185 |
| S2 |
109-243 |
109-243 |
110-162 |
|
| S3 |
108-193 |
109-027 |
110-128 |
|
| S4 |
107-143 |
107-297 |
110-026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-190 |
110-140 |
1-050 |
1.0% |
0-192 |
0.5% |
30% |
False |
False |
10,222 |
| 10 |
111-220 |
110-140 |
1-080 |
1.1% |
0-161 |
0.5% |
28% |
False |
False |
6,310 |
| 20 |
113-200 |
110-140 |
3-060 |
2.9% |
0-116 |
0.3% |
11% |
False |
False |
3,434 |
| 40 |
115-000 |
110-140 |
4-180 |
4.1% |
0-064 |
0.2% |
8% |
False |
False |
1,800 |
| 60 |
115-000 |
110-140 |
4-180 |
4.1% |
0-042 |
0.1% |
8% |
False |
False |
1,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-122 |
|
2.618 |
112-165 |
|
1.618 |
111-315 |
|
1.000 |
111-210 |
|
0.618 |
111-145 |
|
HIGH |
111-040 |
|
0.618 |
110-295 |
|
0.500 |
110-275 |
|
0.382 |
110-255 |
|
LOW |
110-190 |
|
0.618 |
110-085 |
|
1.000 |
110-020 |
|
1.618 |
109-235 |
|
2.618 |
109-065 |
|
4.250 |
108-108 |
|
|
| Fisher Pivots for day following 06-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-275 |
110-285 |
| PP |
110-267 |
110-273 |
| S1 |
110-258 |
110-262 |
|