ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 09-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2008 |
09-May-2008 |
Change |
Change % |
Previous Week |
Open |
111-070 |
111-260 |
0-190 |
0.5% |
110-260 |
High |
111-210 |
111-280 |
0-070 |
0.2% |
111-280 |
Low |
111-010 |
111-190 |
0-180 |
0.5% |
110-180 |
Close |
111-150 |
111-220 |
0-070 |
0.2% |
111-220 |
Range |
0-200 |
0-090 |
-0-110 |
-55.0% |
1-100 |
ATR |
0-161 |
0-158 |
-0-002 |
-1.4% |
0-000 |
Volume |
12,008 |
14,946 |
2,938 |
24.5% |
62,693 |
|
Daily Pivots for day following 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-180 |
112-130 |
111-270 |
|
R3 |
112-090 |
112-040 |
111-245 |
|
R2 |
112-000 |
112-000 |
111-236 |
|
R1 |
111-270 |
111-270 |
111-228 |
111-250 |
PP |
111-230 |
111-230 |
111-230 |
111-220 |
S1 |
111-180 |
111-180 |
111-212 |
111-160 |
S2 |
111-140 |
111-140 |
111-204 |
|
S3 |
111-050 |
111-090 |
111-195 |
|
S4 |
110-280 |
111-000 |
111-170 |
|
|
Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-100 |
114-260 |
112-131 |
|
R3 |
114-000 |
113-160 |
112-016 |
|
R2 |
112-220 |
112-220 |
111-297 |
|
R1 |
112-060 |
112-060 |
111-258 |
112-140 |
PP |
111-120 |
111-120 |
111-120 |
111-160 |
S1 |
110-280 |
110-280 |
111-182 |
111-040 |
S2 |
110-020 |
110-020 |
111-143 |
|
S3 |
108-240 |
109-180 |
111-104 |
|
S4 |
107-140 |
108-080 |
110-309 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
111-280 |
110-180 |
1-100 |
1.2% |
0-150 |
0.4% |
86% |
True |
False |
12,538 |
10 |
111-280 |
110-140 |
1-140 |
1.3% |
0-159 |
0.4% |
87% |
True |
False |
10,043 |
20 |
113-200 |
110-140 |
3-060 |
2.9% |
0-131 |
0.4% |
39% |
False |
False |
5,123 |
40 |
115-000 |
110-140 |
4-180 |
4.1% |
0-075 |
0.2% |
27% |
False |
False |
2,778 |
60 |
115-000 |
110-140 |
4-180 |
4.1% |
0-050 |
0.1% |
27% |
False |
False |
1,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-022 |
2.618 |
112-196 |
1.618 |
112-106 |
1.000 |
112-050 |
0.618 |
112-016 |
HIGH |
111-280 |
0.618 |
111-246 |
0.500 |
111-235 |
0.382 |
111-224 |
LOW |
111-190 |
0.618 |
111-134 |
1.000 |
111-100 |
1.618 |
111-044 |
2.618 |
110-274 |
4.250 |
110-128 |
|
|
Fisher Pivots for day following 09-May-2008 |
Pivot |
1 day |
3 day |
R1 |
111-235 |
111-170 |
PP |
111-230 |
111-120 |
S1 |
111-225 |
111-070 |
|