ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 20-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2008 |
20-May-2008 |
Change |
Change % |
Previous Week |
Open |
110-300 |
111-030 |
0-050 |
0.1% |
111-170 |
High |
111-060 |
111-170 |
0-110 |
0.3% |
111-270 |
Low |
110-260 |
111-000 |
0-060 |
0.2% |
110-090 |
Close |
111-030 |
111-160 |
0-130 |
0.4% |
110-310 |
Range |
0-120 |
0-170 |
0-050 |
41.7% |
1-180 |
ATR |
0-175 |
0-175 |
0-000 |
-0.2% |
0-000 |
Volume |
80,838 |
104,964 |
24,126 |
29.8% |
210,865 |
|
Daily Pivots for day following 20-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-300 |
112-240 |
111-254 |
|
R3 |
112-130 |
112-070 |
111-207 |
|
R2 |
111-280 |
111-280 |
111-191 |
|
R1 |
111-220 |
111-220 |
111-176 |
111-250 |
PP |
111-110 |
111-110 |
111-110 |
111-125 |
S1 |
111-050 |
111-050 |
111-144 |
111-080 |
S2 |
110-260 |
110-260 |
111-129 |
|
S3 |
110-090 |
110-200 |
111-113 |
|
S4 |
109-240 |
110-030 |
111-066 |
|
|
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 |
111-170 |
110-090 |
1-080 |
1.1% |
0-198 |
0.6% |
98% |
True |
False |
73,001 |
10 |
111-280 |
110-090 |
1-190 |
1.4% |
0-188 |
0.5% |
76% |
False |
False |
43,580 |
20 |
111-280 |
110-090 |
1-190 |
1.4% |
0-174 |
0.5% |
76% |
False |
False |
24,945 |
40 |
113-240 |
110-090 |
3-150 |
3.1% |
0-110 |
0.3% |
35% |
False |
False |
12,695 |
60 |
115-000 |
110-090 |
4-230 |
4.2% |
0-074 |
0.2% |
26% |
False |
False |
8,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-252 |
2.618 |
112-295 |
1.618 |
112-125 |
1.000 |
112-020 |
0.618 |
111-275 |
HIGH |
111-170 |
0.618 |
111-105 |
0.500 |
111-085 |
0.382 |
111-065 |
LOW |
111-000 |
0.618 |
110-215 |
1.000 |
110-150 |
1.618 |
110-045 |
2.618 |
109-195 |
4.250 |
108-238 |
|
|
Fisher Pivots for day following 20-May-2008 |
Pivot |
1 day |
3 day |
R1 |
111-135 |
111-113 |
PP |
111-110 |
111-067 |
S1 |
111-085 |
111-020 |
|