ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 23-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2008 |
23-May-2008 |
Change |
Change % |
Previous Week |
| Open |
111-090 |
110-160 |
-0-250 |
-0.7% |
110-300 |
| High |
111-100 |
111-030 |
-0-070 |
-0.2% |
111-180 |
| Low |
110-110 |
110-110 |
0-000 |
0.0% |
110-110 |
| Close |
110-160 |
111-030 |
0-190 |
0.5% |
111-030 |
| Range |
0-310 |
0-240 |
-0-070 |
-22.6% |
1-070 |
| ATR |
0-182 |
0-186 |
0-004 |
2.3% |
0-000 |
| Volume |
160,106 |
113,029 |
-47,077 |
-29.4% |
699,459 |
|
| Daily Pivots for day following 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-030 |
112-270 |
111-162 |
|
| R3 |
112-110 |
112-030 |
111-096 |
|
| R2 |
111-190 |
111-190 |
111-074 |
|
| R1 |
111-110 |
111-110 |
111-052 |
111-150 |
| PP |
110-270 |
110-270 |
110-270 |
110-290 |
| S1 |
110-190 |
110-190 |
111-008 |
110-230 |
| S2 |
110-030 |
110-030 |
110-306 |
|
| S3 |
109-110 |
109-270 |
110-284 |
|
| S4 |
108-190 |
109-030 |
110-218 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-210 |
114-030 |
111-244 |
|
| R3 |
113-140 |
112-280 |
111-137 |
|
| R2 |
112-070 |
112-070 |
111-102 |
|
| R1 |
111-210 |
111-210 |
111-066 |
111-300 |
| PP |
111-000 |
111-000 |
111-000 |
111-045 |
| S1 |
110-140 |
110-140 |
110-314 |
110-230 |
| S2 |
109-250 |
109-250 |
110-278 |
|
| S3 |
108-180 |
109-070 |
110-243 |
|
| S4 |
107-110 |
108-000 |
110-136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-180 |
110-110 |
1-070 |
1.1% |
0-196 |
0.6% |
62% |
False |
True |
139,891 |
| 10 |
111-270 |
110-090 |
1-180 |
1.4% |
0-210 |
0.6% |
52% |
False |
False |
91,032 |
| 20 |
111-280 |
110-090 |
1-190 |
1.4% |
0-184 |
0.5% |
51% |
False |
False |
50,537 |
| 40 |
113-240 |
110-090 |
3-150 |
3.1% |
0-128 |
0.4% |
23% |
False |
False |
25,536 |
| 60 |
115-000 |
110-090 |
4-230 |
4.2% |
0-085 |
0.2% |
17% |
False |
False |
17,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-090 |
|
2.618 |
113-018 |
|
1.618 |
112-098 |
|
1.000 |
111-270 |
|
0.618 |
111-178 |
|
HIGH |
111-030 |
|
0.618 |
110-258 |
|
0.500 |
110-230 |
|
0.382 |
110-202 |
|
LOW |
110-110 |
|
0.618 |
109-282 |
|
1.000 |
109-190 |
|
1.618 |
109-042 |
|
2.618 |
108-122 |
|
4.250 |
107-050 |
|
|
| Fisher Pivots for day following 23-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-310 |
111-015 |
| PP |
110-270 |
111-000 |
| S1 |
110-230 |
110-305 |
|