ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 30-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2008 |
30-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110-030 |
109-250 |
-0-100 |
-0.3% |
111-000 |
| High |
110-050 |
110-040 |
-0-010 |
0.0% |
111-030 |
| Low |
109-120 |
109-250 |
0-130 |
0.4% |
109-120 |
| Close |
109-270 |
109-300 |
0-030 |
0.1% |
109-300 |
| Range |
0-250 |
0-110 |
-0-140 |
-56.0% |
1-230 |
| ATR |
0-187 |
0-181 |
-0-005 |
-2.9% |
0-000 |
| Volume |
519,296 |
709,908 |
190,612 |
36.7% |
1,809,439 |
|
| Daily Pivots for day following 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-313 |
110-257 |
110-040 |
|
| R3 |
110-203 |
110-147 |
110-010 |
|
| R2 |
110-093 |
110-093 |
110-000 |
|
| R1 |
110-037 |
110-037 |
109-310 |
110-065 |
| PP |
109-303 |
109-303 |
109-303 |
109-318 |
| S1 |
109-247 |
109-247 |
109-290 |
109-275 |
| S2 |
109-193 |
109-193 |
109-280 |
|
| S3 |
109-083 |
109-137 |
109-270 |
|
| S4 |
108-293 |
109-027 |
109-240 |
|
|
| Weekly Pivots for week ending 30-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-093 |
114-107 |
110-282 |
|
| R3 |
113-183 |
112-197 |
110-131 |
|
| R2 |
111-273 |
111-273 |
110-081 |
|
| R1 |
110-287 |
110-287 |
110-030 |
110-165 |
| PP |
110-043 |
110-043 |
110-043 |
109-302 |
| S1 |
109-057 |
109-057 |
109-250 |
108-255 |
| S2 |
108-133 |
108-133 |
109-199 |
|
| S3 |
106-223 |
107-147 |
109-149 |
|
| S4 |
104-313 |
105-237 |
108-318 |
|
|
| 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% |
0-162 |
0.5% |
33% |
False |
False |
361,887 |
| 10 |
111-180 |
109-120 |
2-060 |
2.0% |
0-179 |
0.5% |
26% |
False |
False |
250,889 |
| 20 |
111-280 |
109-120 |
2-160 |
2.3% |
0-183 |
0.5% |
23% |
False |
False |
139,122 |
| 40 |
113-200 |
109-120 |
4-080 |
3.9% |
0-146 |
0.4% |
13% |
False |
False |
70,689 |
| 60 |
115-000 |
109-120 |
5-200 |
5.1% |
0-099 |
0.3% |
10% |
False |
False |
47,182 |
| 80 |
115-000 |
109-120 |
5-200 |
5.1% |
0-074 |
0.2% |
10% |
False |
False |
35,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-188 |
|
2.618 |
111-008 |
|
1.618 |
110-218 |
|
1.000 |
110-150 |
|
0.618 |
110-108 |
|
HIGH |
110-040 |
|
0.618 |
109-318 |
|
0.500 |
109-305 |
|
0.382 |
109-292 |
|
LOW |
109-250 |
|
0.618 |
109-182 |
|
1.000 |
109-140 |
|
1.618 |
109-072 |
|
2.618 |
108-282 |
|
4.250 |
108-102 |
|
|
| Fisher Pivots for day following 30-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
109-305 |
110-020 |
| PP |
109-303 |
110-007 |
| S1 |
109-302 |
109-313 |
|