ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 07-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2008 |
07-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110-230 |
110-210 |
-0-020 |
-0.1% |
110-190 |
| High |
111-040 |
111-040 |
0-000 |
0.0% |
111-190 |
| Low |
110-190 |
110-180 |
-0-010 |
0.0% |
110-140 |
| Close |
110-250 |
111-000 |
0-070 |
0.2% |
110-230 |
| Range |
0-170 |
0-180 |
0-010 |
5.9% |
1-050 |
| ATR |
0-155 |
0-157 |
0-002 |
1.2% |
0-000 |
| Volume |
11,682 |
12,183 |
501 |
4.3% |
37,739 |
|
| Daily Pivots for day following 07-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-187 |
112-113 |
111-099 |
|
| R3 |
112-007 |
111-253 |
111-050 |
|
| R2 |
111-147 |
111-147 |
111-033 |
|
| R1 |
111-073 |
111-073 |
111-016 |
111-110 |
| PP |
110-287 |
110-287 |
110-287 |
110-305 |
| S1 |
110-213 |
110-213 |
110-304 |
110-250 |
| S2 |
110-107 |
110-107 |
110-287 |
|
| S3 |
109-247 |
110-033 |
110-270 |
|
| S4 |
109-067 |
109-173 |
110-221 |
|
|
| 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% |
0-186 |
0.5% |
49% |
False |
False |
9,787 |
| 10 |
111-190 |
110-140 |
1-050 |
1.0% |
0-169 |
0.5% |
49% |
False |
False |
7,525 |
| 20 |
113-200 |
110-140 |
3-060 |
2.9% |
0-124 |
0.4% |
18% |
False |
False |
4,041 |
| 40 |
115-000 |
110-140 |
4-180 |
4.1% |
0-068 |
0.2% |
12% |
False |
False |
2,105 |
| 60 |
115-000 |
110-140 |
4-180 |
4.1% |
0-045 |
0.1% |
12% |
False |
False |
1,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-165 |
|
2.618 |
112-191 |
|
1.618 |
112-011 |
|
1.000 |
111-220 |
|
0.618 |
111-151 |
|
HIGH |
111-040 |
|
0.618 |
110-291 |
|
0.500 |
110-270 |
|
0.382 |
110-249 |
|
LOW |
110-180 |
|
0.618 |
110-069 |
|
1.000 |
110-000 |
|
1.618 |
109-209 |
|
2.618 |
109-029 |
|
4.250 |
108-055 |
|
|
| Fisher Pivots for day following 07-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-303 |
110-303 |
| PP |
110-287 |
110-287 |
| S1 |
110-270 |
110-270 |
|