ECBOT 5 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 21-May-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2008 |
21-May-2008 |
Change |
Change % |
Previous Week |
Open |
111-030 |
111-170 |
0-140 |
0.4% |
111-170 |
High |
111-170 |
111-180 |
0-010 |
0.0% |
111-270 |
Low |
111-000 |
111-040 |
0-040 |
0.1% |
110-090 |
Close |
111-160 |
111-060 |
-0-100 |
-0.3% |
110-310 |
Range |
0-170 |
0-140 |
-0-030 |
-17.6% |
1-180 |
ATR |
0-175 |
0-172 |
-0-002 |
-1.4% |
0-000 |
Volume |
104,964 |
240,522 |
135,558 |
129.1% |
210,865 |
|
Daily Pivots for day following 21-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
112-193 |
112-107 |
111-137 |
|
R3 |
112-053 |
111-287 |
111-098 |
|
R2 |
111-233 |
111-233 |
111-086 |
|
R1 |
111-147 |
111-147 |
111-073 |
111-120 |
PP |
111-093 |
111-093 |
111-093 |
111-080 |
S1 |
111-007 |
111-007 |
111-047 |
110-300 |
S2 |
110-273 |
110-273 |
111-034 |
|
S3 |
110-133 |
110-187 |
111-022 |
|
S4 |
109-313 |
110-047 |
110-303 |
|
|
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 |
111-180 |
110-090 |
1-090 |
1.2% |
0-180 |
0.5% |
71% |
True |
False |
118,141 |
10 |
111-280 |
110-090 |
1-190 |
1.4% |
0-184 |
0.5% |
57% |
False |
False |
66,414 |
20 |
111-280 |
110-090 |
1-190 |
1.4% |
0-176 |
0.5% |
57% |
False |
False |
36,969 |
40 |
113-240 |
110-090 |
3-150 |
3.1% |
0-114 |
0.3% |
26% |
False |
False |
18,708 |
60 |
115-000 |
110-090 |
4-230 |
4.2% |
0-076 |
0.2% |
19% |
False |
False |
12,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
113-135 |
2.618 |
112-227 |
1.618 |
112-087 |
1.000 |
112-000 |
0.618 |
111-267 |
HIGH |
111-180 |
0.618 |
111-127 |
0.500 |
111-110 |
0.382 |
111-093 |
LOW |
111-040 |
0.618 |
110-273 |
1.000 |
110-220 |
1.618 |
110-133 |
2.618 |
109-313 |
4.250 |
109-085 |
|
|
Fisher Pivots for day following 21-May-2008 |
Pivot |
1 day |
3 day |
R1 |
111-110 |
111-060 |
PP |
111-093 |
111-060 |
S1 |
111-077 |
111-060 |
|