ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 08-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2008 |
08-May-2008 |
Change |
Change % |
Previous Week |
Open |
110-210 |
111-070 |
0-180 |
0.5% |
110-190 |
High |
111-040 |
111-210 |
0-170 |
0.5% |
111-190 |
Low |
110-180 |
111-010 |
0-150 |
0.4% |
110-140 |
Close |
111-000 |
111-150 |
0-150 |
0.4% |
110-230 |
Range |
0-180 |
0-200 |
0-020 |
11.1% |
1-050 |
ATR |
0-157 |
0-161 |
0-004 |
2.4% |
0-000 |
Volume |
12,183 |
12,008 |
-175 |
-1.4% |
37,739 |
|
Daily Pivots for day following 08-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
113-083 |
112-317 |
111-260 |
|
R3 |
112-203 |
112-117 |
111-205 |
|
R2 |
112-003 |
112-003 |
111-187 |
|
R1 |
111-237 |
111-237 |
111-168 |
111-280 |
PP |
111-123 |
111-123 |
111-123 |
111-145 |
S1 |
111-037 |
111-037 |
111-132 |
111-080 |
S2 |
110-243 |
110-243 |
111-113 |
|
S3 |
110-043 |
110-157 |
111-095 |
|
S4 |
109-163 |
109-277 |
111-040 |
|
|
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 |
111-210 |
110-140 |
1-070 |
1.1% |
0-190 |
0.5% |
85% |
True |
False |
10,152 |
10 |
111-210 |
110-140 |
1-070 |
1.1% |
0-161 |
0.5% |
85% |
True |
False |
8,658 |
20 |
113-200 |
110-140 |
3-060 |
2.9% |
0-128 |
0.4% |
32% |
False |
False |
4,376 |
40 |
115-000 |
110-140 |
4-180 |
4.1% |
0-073 |
0.2% |
23% |
False |
False |
2,405 |
60 |
115-000 |
110-140 |
4-180 |
4.1% |
0-049 |
0.1% |
23% |
False |
False |
1,604 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
114-100 |
2.618 |
113-094 |
1.618 |
112-214 |
1.000 |
112-090 |
0.618 |
112-014 |
HIGH |
111-210 |
0.618 |
111-134 |
0.500 |
111-110 |
0.382 |
111-086 |
LOW |
111-010 |
0.618 |
110-206 |
1.000 |
110-130 |
1.618 |
110-006 |
2.618 |
109-126 |
4.250 |
108-120 |
|
|
Fisher Pivots for day following 08-May-2008 |
Pivot |
1 day |
3 day |
R1 |
111-137 |
111-112 |
PP |
111-123 |
111-073 |
S1 |
111-110 |
111-035 |
|