ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 15-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2008 |
15-May-2008 |
Change |
Change % |
Previous Week |
| Open |
111-000 |
110-100 |
-0-220 |
-0.6% |
110-260 |
| High |
111-000 |
111-020 |
0-020 |
0.1% |
111-280 |
| Low |
110-090 |
110-090 |
0-000 |
0.0% |
110-180 |
| Close |
110-130 |
110-300 |
0-170 |
0.5% |
111-220 |
| Range |
0-230 |
0-250 |
0-020 |
8.7% |
1-100 |
| ATR |
0-171 |
0-176 |
0-006 |
3.3% |
0-000 |
| Volume |
14,821 |
34,642 |
19,821 |
133.7% |
62,693 |
|
| Daily Pivots for day following 15-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-033 |
112-257 |
111-118 |
|
| R3 |
112-103 |
112-007 |
111-049 |
|
| R2 |
111-173 |
111-173 |
111-026 |
|
| R1 |
111-077 |
111-077 |
111-003 |
111-125 |
| PP |
110-243 |
110-243 |
110-243 |
110-268 |
| S1 |
110-147 |
110-147 |
110-277 |
110-195 |
| S2 |
109-313 |
109-313 |
110-254 |
|
| S3 |
109-063 |
109-217 |
110-231 |
|
| S4 |
108-133 |
108-287 |
110-162 |
|
|
| 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 |
110-090 |
1-190 |
1.4% |
0-198 |
0.6% |
41% |
False |
True |
19,214 |
| 10 |
111-280 |
110-090 |
1-190 |
1.4% |
0-194 |
0.5% |
41% |
False |
True |
14,683 |
| 20 |
111-280 |
110-090 |
1-190 |
1.4% |
0-164 |
0.5% |
41% |
False |
True |
9,170 |
| 40 |
115-000 |
110-090 |
4-230 |
4.3% |
0-098 |
0.3% |
14% |
False |
True |
4,806 |
| 60 |
115-000 |
110-090 |
4-230 |
4.3% |
0-065 |
0.2% |
14% |
False |
True |
3,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-122 |
|
2.618 |
113-034 |
|
1.618 |
112-104 |
|
1.000 |
111-270 |
|
0.618 |
111-174 |
|
HIGH |
111-020 |
|
0.618 |
110-244 |
|
0.500 |
110-215 |
|
0.382 |
110-186 |
|
LOW |
110-090 |
|
0.618 |
109-256 |
|
1.000 |
109-160 |
|
1.618 |
109-006 |
|
2.618 |
108-076 |
|
4.250 |
106-308 |
|
|
| Fisher Pivots for day following 15-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-272 |
110-305 |
| PP |
110-243 |
110-303 |
| S1 |
110-215 |
110-302 |
|