ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 19-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2008 |
19-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110-290 |
110-300 |
0-010 |
0.0% |
111-170 |
| High |
111-090 |
111-060 |
-0-030 |
-0.1% |
111-270 |
| Low |
110-190 |
110-260 |
0-070 |
0.2% |
110-090 |
| Close |
110-310 |
111-030 |
0-040 |
0.1% |
110-310 |
| Range |
0-220 |
0-120 |
-0-100 |
-45.5% |
1-180 |
| ATR |
0-179 |
0-175 |
-0-004 |
-2.4% |
0-000 |
| Volume |
129,741 |
80,838 |
-48,903 |
-37.7% |
210,865 |
|
| Daily Pivots for day following 19-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-050 |
112-000 |
111-096 |
|
| R3 |
111-250 |
111-200 |
111-063 |
|
| R2 |
111-130 |
111-130 |
111-052 |
|
| R1 |
111-080 |
111-080 |
111-041 |
111-105 |
| PP |
111-010 |
111-010 |
111-010 |
111-022 |
| S1 |
110-280 |
110-280 |
111-019 |
110-305 |
| S2 |
110-210 |
110-210 |
111-008 |
|
| S3 |
110-090 |
110-160 |
110-317 |
|
| S4 |
109-290 |
110-040 |
110-284 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-230 |
114-290 |
111-265 |
|
| R3 |
114-050 |
113-110 |
111-128 |
|
| R2 |
112-190 |
112-190 |
111-082 |
|
| R1 |
111-250 |
111-250 |
111-036 |
111-130 |
| PP |
111-010 |
111-010 |
111-010 |
110-270 |
| S1 |
110-070 |
110-070 |
110-264 |
109-270 |
| S2 |
109-150 |
109-150 |
110-218 |
|
| S3 |
107-290 |
108-210 |
110-172 |
|
| S4 |
106-110 |
107-030 |
110-035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-200 |
110-090 |
1-110 |
1.2% |
0-224 |
0.6% |
60% |
False |
False |
55,122 |
| 10 |
111-280 |
110-090 |
1-190 |
1.4% |
0-188 |
0.5% |
51% |
False |
False |
34,252 |
| 20 |
111-280 |
110-090 |
1-190 |
1.4% |
0-167 |
0.5% |
51% |
False |
False |
19,699 |
| 40 |
114-110 |
110-090 |
4-020 |
3.7% |
0-106 |
0.3% |
20% |
False |
False |
10,071 |
| 60 |
115-000 |
110-090 |
4-230 |
4.2% |
0-071 |
0.2% |
17% |
False |
False |
6,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-250 |
|
2.618 |
112-054 |
|
1.618 |
111-254 |
|
1.000 |
111-180 |
|
0.618 |
111-134 |
|
HIGH |
111-060 |
|
0.618 |
111-014 |
|
0.500 |
111-000 |
|
0.382 |
110-306 |
|
LOW |
110-260 |
|
0.618 |
110-186 |
|
1.000 |
110-140 |
|
1.618 |
110-066 |
|
2.618 |
109-266 |
|
4.250 |
109-070 |
|
|
| Fisher Pivots for day following 19-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
111-020 |
110-317 |
| PP |
111-010 |
110-283 |
| S1 |
111-000 |
110-250 |
|