ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 28-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2008 |
28-May-2008 |
Change |
Change % |
Previous Week |
| Open |
111-000 |
110-200 |
-0-120 |
-0.3% |
110-300 |
| High |
111-030 |
110-240 |
-0-110 |
-0.3% |
111-180 |
| Low |
110-170 |
110-000 |
-0-170 |
-0.5% |
110-110 |
| Close |
110-200 |
110-040 |
-0-160 |
-0.5% |
111-030 |
| Range |
0-180 |
0-240 |
0-060 |
33.3% |
1-070 |
| ATR |
0-177 |
0-182 |
0-004 |
2.5% |
0-000 |
| Volume |
127,381 |
339,825 |
212,444 |
166.8% |
699,459 |
|
| Daily Pivots for day following 28-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-173 |
112-027 |
110-172 |
|
| R3 |
111-253 |
111-107 |
110-106 |
|
| R2 |
111-013 |
111-013 |
110-084 |
|
| R1 |
110-187 |
110-187 |
110-062 |
110-140 |
| PP |
110-093 |
110-093 |
110-093 |
110-070 |
| S1 |
109-267 |
109-267 |
110-018 |
109-220 |
| S2 |
109-173 |
109-173 |
109-316 |
|
| S3 |
108-253 |
109-027 |
109-294 |
|
| S4 |
108-013 |
108-107 |
109-228 |
|
|
| 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 |
111-100 |
110-000 |
1-100 |
1.2% |
0-200 |
0.6% |
10% |
False |
True |
170,674 |
| 10 |
111-180 |
110-000 |
1-180 |
1.4% |
0-190 |
0.5% |
8% |
False |
True |
144,407 |
| 20 |
111-280 |
110-000 |
1-280 |
1.7% |
0-188 |
0.5% |
7% |
False |
True |
78,322 |
| 40 |
113-200 |
110-000 |
3-200 |
3.3% |
0-139 |
0.4% |
3% |
False |
True |
39,988 |
| 60 |
115-000 |
110-000 |
5-000 |
4.5% |
0-093 |
0.3% |
3% |
False |
True |
26,695 |
| 80 |
115-000 |
110-000 |
5-000 |
4.5% |
0-070 |
0.2% |
3% |
False |
True |
20,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-300 |
|
2.618 |
112-228 |
|
1.618 |
111-308 |
|
1.000 |
111-160 |
|
0.618 |
111-068 |
|
HIGH |
110-240 |
|
0.618 |
110-148 |
|
0.500 |
110-120 |
|
0.382 |
110-092 |
|
LOW |
110-000 |
|
0.618 |
109-172 |
|
1.000 |
109-080 |
|
1.618 |
108-252 |
|
2.618 |
108-012 |
|
4.250 |
106-260 |
|
|
| Fisher Pivots for day following 28-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-120 |
110-175 |
| PP |
110-093 |
110-130 |
| S1 |
110-067 |
110-085 |
|