ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 12-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2008 |
12-May-2008 |
Change |
Change % |
Previous Week |
Open |
111-260 |
111-170 |
-0-090 |
-0.3% |
110-260 |
High |
111-280 |
111-270 |
-0-010 |
0.0% |
111-280 |
Low |
111-190 |
111-150 |
-0-040 |
-0.1% |
110-180 |
Close |
111-220 |
111-200 |
-0-020 |
-0.1% |
111-220 |
Range |
0-090 |
0-120 |
0-030 |
33.3% |
1-100 |
ATR |
0-158 |
0-156 |
-0-003 |
-1.7% |
0-000 |
Volume |
14,946 |
16,091 |
1,145 |
7.7% |
62,693 |
|
Daily Pivots for day following 12-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-247 |
112-183 |
111-266 |
|
R3 |
112-127 |
112-063 |
111-233 |
|
R2 |
112-007 |
112-007 |
111-222 |
|
R1 |
111-263 |
111-263 |
111-211 |
111-295 |
PP |
111-207 |
111-207 |
111-207 |
111-222 |
S1 |
111-143 |
111-143 |
111-189 |
111-175 |
S2 |
111-087 |
111-087 |
111-178 |
|
S3 |
110-287 |
111-023 |
111-167 |
|
S4 |
110-167 |
110-223 |
111-134 |
|
|
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% |
0-152 |
0.4% |
81% |
False |
False |
13,382 |
10 |
111-280 |
110-140 |
1-140 |
1.3% |
0-163 |
0.5% |
83% |
False |
False |
10,906 |
20 |
113-020 |
110-140 |
2-200 |
2.4% |
0-131 |
0.4% |
45% |
False |
False |
5,927 |
40 |
115-000 |
110-140 |
4-180 |
4.1% |
0-078 |
0.2% |
26% |
False |
False |
3,181 |
60 |
115-000 |
110-140 |
4-180 |
4.1% |
0-052 |
0.1% |
26% |
False |
False |
2,121 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-140 |
2.618 |
112-264 |
1.618 |
112-144 |
1.000 |
112-070 |
0.618 |
112-024 |
HIGH |
111-270 |
0.618 |
111-224 |
0.500 |
111-210 |
0.382 |
111-196 |
LOW |
111-150 |
0.618 |
111-076 |
1.000 |
111-030 |
1.618 |
110-276 |
2.618 |
110-156 |
4.250 |
109-280 |
|
|
Fisher Pivots for day following 12-May-2008 |
Pivot |
1 day |
3 day |
R1 |
111-210 |
111-182 |
PP |
111-207 |
111-163 |
S1 |
111-203 |
111-145 |
|