ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 05-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2008 |
05-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110-210 |
110-260 |
0-050 |
0.1% |
110-190 |
| High |
111-110 |
110-290 |
-0-140 |
-0.4% |
111-190 |
| Low |
110-140 |
110-180 |
0-040 |
0.1% |
110-140 |
| Close |
110-230 |
110-260 |
0-030 |
0.1% |
110-230 |
| Range |
0-290 |
0-110 |
-0-180 |
-62.1% |
1-050 |
| ATR |
0-157 |
0-154 |
-0-003 |
-2.1% |
0-000 |
| Volume |
3,017 |
11,874 |
8,857 |
293.6% |
37,739 |
|
| Daily Pivots for day following 05-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-253 |
111-207 |
111-000 |
|
| R3 |
111-143 |
111-097 |
110-290 |
|
| R2 |
111-033 |
111-033 |
110-280 |
|
| R1 |
110-307 |
110-307 |
110-270 |
110-315 |
| PP |
110-243 |
110-243 |
110-243 |
110-248 |
| S1 |
110-197 |
110-197 |
110-250 |
110-205 |
| S2 |
110-133 |
110-133 |
110-240 |
|
| S3 |
110-023 |
110-087 |
110-230 |
|
| S4 |
109-233 |
109-297 |
110-200 |
|
|
| 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% |
0-174 |
0.5% |
32% |
False |
False |
8,431 |
| 10 |
111-220 |
110-140 |
1-080 |
1.1% |
0-146 |
0.4% |
30% |
False |
False |
5,145 |
| 20 |
113-200 |
110-140 |
3-060 |
2.9% |
0-110 |
0.3% |
12% |
False |
False |
2,850 |
| 40 |
115-000 |
110-140 |
4-180 |
4.1% |
0-059 |
0.2% |
8% |
False |
False |
1,508 |
| 60 |
115-000 |
110-140 |
4-180 |
4.1% |
0-040 |
0.1% |
8% |
False |
False |
1,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-118 |
|
2.618 |
111-258 |
|
1.618 |
111-148 |
|
1.000 |
111-080 |
|
0.618 |
111-038 |
|
HIGH |
110-290 |
|
0.618 |
110-248 |
|
0.500 |
110-235 |
|
0.382 |
110-222 |
|
LOW |
110-180 |
|
0.618 |
110-112 |
|
1.000 |
110-070 |
|
1.618 |
110-002 |
|
2.618 |
109-212 |
|
4.250 |
109-032 |
|
|
| Fisher Pivots for day following 05-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-252 |
111-005 |
| PP |
110-243 |
110-303 |
| S1 |
110-235 |
110-282 |
|