ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 02-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2008 |
02-May-2008 |
Change |
Change % |
Previous Week |
| Open |
111-040 |
110-210 |
-0-150 |
-0.4% |
110-190 |
| High |
111-190 |
111-110 |
-0-080 |
-0.2% |
111-190 |
| Low |
111-010 |
110-140 |
-0-190 |
-0.5% |
110-140 |
| Close |
111-040 |
110-230 |
-0-130 |
-0.4% |
110-230 |
| Range |
0-180 |
0-290 |
0-110 |
61.1% |
1-050 |
| ATR |
0-147 |
0-157 |
0-010 |
7.0% |
0-000 |
| Volume |
10,181 |
3,017 |
-7,164 |
-70.4% |
37,739 |
|
| Daily Pivots for day following 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-177 |
113-013 |
111-070 |
|
| R3 |
112-207 |
112-043 |
110-310 |
|
| R2 |
111-237 |
111-237 |
110-283 |
|
| R1 |
111-073 |
111-073 |
110-257 |
111-155 |
| PP |
110-267 |
110-267 |
110-267 |
110-308 |
| S1 |
110-103 |
110-103 |
110-203 |
110-185 |
| S2 |
109-297 |
109-297 |
110-177 |
|
| S3 |
109-007 |
109-133 |
110-150 |
|
| S4 |
108-037 |
108-163 |
110-070 |
|
|
| Weekly Pivots for week ending 02-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-123 |
113-227 |
111-114 |
|
| R3 |
113-073 |
112-177 |
111-012 |
|
| R2 |
112-023 |
112-023 |
110-298 |
|
| R1 |
111-127 |
111-127 |
110-264 |
111-235 |
| PP |
110-293 |
110-293 |
110-293 |
111-028 |
| S1 |
110-077 |
110-077 |
110-196 |
110-185 |
| S2 |
109-243 |
109-243 |
110-162 |
|
| S3 |
108-193 |
109-027 |
110-128 |
|
| S4 |
107-143 |
107-297 |
110-026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-190 |
110-140 |
1-050 |
1.0% |
0-168 |
0.5% |
24% |
False |
True |
7,547 |
| 10 |
111-220 |
110-140 |
1-080 |
1.1% |
0-140 |
0.4% |
23% |
False |
True |
3,959 |
| 20 |
113-200 |
110-140 |
3-060 |
2.9% |
0-108 |
0.3% |
9% |
False |
True |
2,256 |
| 40 |
115-000 |
110-140 |
4-180 |
4.1% |
0-056 |
0.2% |
6% |
False |
True |
1,211 |
| 60 |
115-000 |
110-140 |
4-180 |
4.1% |
0-038 |
0.1% |
6% |
False |
True |
808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-062 |
|
2.618 |
113-229 |
|
1.618 |
112-259 |
|
1.000 |
112-080 |
|
0.618 |
111-289 |
|
HIGH |
111-110 |
|
0.618 |
110-319 |
|
0.500 |
110-285 |
|
0.382 |
110-251 |
|
LOW |
110-140 |
|
0.618 |
109-281 |
|
1.000 |
109-170 |
|
1.618 |
108-311 |
|
2.618 |
108-021 |
|
4.250 |
106-188 |
|
|
| Fisher Pivots for day following 02-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-285 |
111-005 |
| PP |
110-267 |
110-293 |
| S1 |
110-248 |
110-262 |
|