ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 29-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2008 |
29-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110-200 |
110-030 |
-0-170 |
-0.5% |
110-300 |
| High |
110-240 |
110-050 |
-0-190 |
-0.5% |
111-180 |
| Low |
110-000 |
109-120 |
-0-200 |
-0.6% |
110-110 |
| Close |
110-040 |
109-270 |
-0-090 |
-0.3% |
111-030 |
| Range |
0-240 |
0-250 |
0-010 |
4.2% |
1-070 |
| ATR |
0-182 |
0-187 |
0-005 |
2.7% |
0-000 |
| Volume |
339,825 |
519,296 |
179,471 |
52.8% |
699,459 |
|
| Daily Pivots for day following 29-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-043 |
111-247 |
110-088 |
|
| R3 |
111-113 |
110-317 |
110-019 |
|
| R2 |
110-183 |
110-183 |
109-316 |
|
| R1 |
110-067 |
110-067 |
109-293 |
110-000 |
| PP |
109-253 |
109-253 |
109-253 |
109-220 |
| S1 |
109-137 |
109-137 |
109-247 |
109-070 |
| S2 |
109-003 |
109-003 |
109-224 |
|
| S3 |
108-073 |
108-207 |
109-201 |
|
| S4 |
107-143 |
107-277 |
109-132 |
|
|
| 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 |
111-030 |
109-120 |
1-230 |
1.6% |
0-188 |
0.5% |
27% |
False |
True |
242,512 |
| 10 |
111-180 |
109-120 |
2-060 |
2.0% |
0-190 |
0.5% |
21% |
False |
True |
192,873 |
| 20 |
111-280 |
109-120 |
2-160 |
2.3% |
0-192 |
0.5% |
19% |
False |
True |
103,778 |
| 40 |
113-200 |
109-120 |
4-080 |
3.9% |
0-145 |
0.4% |
11% |
False |
True |
52,941 |
| 60 |
115-000 |
109-120 |
5-200 |
5.1% |
0-097 |
0.3% |
8% |
False |
True |
35,350 |
| 80 |
115-000 |
109-120 |
5-200 |
5.1% |
0-073 |
0.2% |
8% |
False |
True |
26,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-152 |
|
2.618 |
112-064 |
|
1.618 |
111-134 |
|
1.000 |
110-300 |
|
0.618 |
110-204 |
|
HIGH |
110-050 |
|
0.618 |
109-274 |
|
0.500 |
109-245 |
|
0.382 |
109-216 |
|
LOW |
109-120 |
|
0.618 |
108-286 |
|
1.000 |
108-190 |
|
1.618 |
108-036 |
|
2.618 |
107-106 |
|
4.250 |
106-018 |
|
|
| Fisher Pivots for day following 29-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109-262 |
110-075 |
| PP |
109-253 |
110-033 |
| S1 |
109-245 |
109-312 |
|