ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 14-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2008 |
14-May-2008 |
Change |
Change % |
Previous Week |
| Open |
111-150 |
111-000 |
-0-150 |
-0.4% |
110-260 |
| High |
111-200 |
111-000 |
-0-200 |
-0.6% |
111-280 |
| Low |
110-220 |
110-090 |
-0-130 |
-0.4% |
110-180 |
| Close |
110-230 |
110-130 |
-0-100 |
-0.3% |
111-220 |
| Range |
0-300 |
0-230 |
-0-070 |
-23.3% |
1-100 |
| ATR |
0-166 |
0-171 |
0-005 |
2.8% |
0-000 |
| Volume |
15,570 |
14,821 |
-749 |
-4.8% |
62,693 |
|
| Daily Pivots for day following 14-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-230 |
112-090 |
110-256 |
|
| R3 |
112-000 |
111-180 |
110-193 |
|
| R2 |
111-090 |
111-090 |
110-172 |
|
| R1 |
110-270 |
110-270 |
110-151 |
110-225 |
| PP |
110-180 |
110-180 |
110-180 |
110-158 |
| S1 |
110-040 |
110-040 |
110-109 |
109-315 |
| S2 |
109-270 |
109-270 |
110-088 |
|
| S3 |
109-040 |
109-130 |
110-067 |
|
| S4 |
108-130 |
108-220 |
110-004 |
|
|
| Weekly Pivots for week ending 09-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-100 |
114-260 |
112-131 |
|
| R3 |
114-000 |
113-160 |
112-016 |
|
| R2 |
112-220 |
112-220 |
111-297 |
|
| R1 |
112-060 |
112-060 |
111-258 |
112-140 |
| PP |
111-120 |
111-120 |
111-120 |
111-160 |
| S1 |
110-280 |
110-280 |
111-182 |
111-040 |
| S2 |
110-020 |
110-020 |
111-143 |
|
| S3 |
108-240 |
109-180 |
111-104 |
|
| S4 |
107-140 |
108-080 |
110-309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-280 |
110-090 |
1-190 |
1.4% |
0-188 |
0.5% |
8% |
False |
True |
14,687 |
| 10 |
111-280 |
110-090 |
1-190 |
1.4% |
0-187 |
0.5% |
8% |
False |
True |
12,237 |
| 20 |
111-280 |
110-090 |
1-190 |
1.4% |
0-153 |
0.4% |
8% |
False |
True |
7,438 |
| 40 |
115-000 |
110-090 |
4-230 |
4.3% |
0-092 |
0.3% |
3% |
False |
True |
3,940 |
| 60 |
115-000 |
110-090 |
4-230 |
4.3% |
0-061 |
0.2% |
3% |
False |
True |
2,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-018 |
|
2.618 |
112-282 |
|
1.618 |
112-052 |
|
1.000 |
111-230 |
|
0.618 |
111-142 |
|
HIGH |
111-000 |
|
0.618 |
110-232 |
|
0.500 |
110-205 |
|
0.382 |
110-178 |
|
LOW |
110-090 |
|
0.618 |
109-268 |
|
1.000 |
109-180 |
|
1.618 |
109-038 |
|
2.618 |
108-128 |
|
4.250 |
107-072 |
|
|
| Fisher Pivots for day following 14-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-205 |
111-020 |
| PP |
110-180 |
110-270 |
| S1 |
110-155 |
110-200 |
|