ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 22-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2008 |
22-May-2008 |
Change |
Change % |
Previous Week |
| Open |
111-170 |
111-090 |
-0-080 |
-0.2% |
111-170 |
| High |
111-180 |
111-100 |
-0-080 |
-0.2% |
111-270 |
| Low |
111-040 |
110-110 |
-0-250 |
-0.7% |
110-090 |
| Close |
111-060 |
110-160 |
-0-220 |
-0.6% |
110-310 |
| Range |
0-140 |
0-310 |
0-170 |
121.4% |
1-180 |
| ATR |
0-172 |
0-182 |
0-010 |
5.7% |
0-000 |
| Volume |
240,522 |
160,106 |
-80,416 |
-33.4% |
210,865 |
|
| Daily Pivots for day following 22-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-200 |
113-010 |
111-010 |
|
| R3 |
112-210 |
112-020 |
110-245 |
|
| R2 |
111-220 |
111-220 |
110-217 |
|
| R1 |
111-030 |
111-030 |
110-188 |
110-290 |
| PP |
110-230 |
110-230 |
110-230 |
110-200 |
| S1 |
110-040 |
110-040 |
110-132 |
109-300 |
| S2 |
109-240 |
109-240 |
110-103 |
|
| S3 |
108-250 |
109-050 |
110-075 |
|
| S4 |
107-260 |
108-060 |
109-310 |
|
|
| Weekly Pivots for week ending 16-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-230 |
114-290 |
111-265 |
|
| R3 |
114-050 |
113-110 |
111-128 |
|
| R2 |
112-190 |
112-190 |
111-082 |
|
| R1 |
111-250 |
111-250 |
111-036 |
111-130 |
| PP |
111-010 |
111-010 |
111-010 |
110-270 |
| S1 |
110-070 |
110-070 |
110-264 |
109-270 |
| S2 |
109-150 |
109-150 |
110-218 |
|
| S3 |
107-290 |
108-210 |
110-172 |
|
| S4 |
106-110 |
107-030 |
110-035 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-180 |
110-110 |
1-070 |
1.1% |
0-192 |
0.5% |
13% |
False |
True |
143,234 |
| 10 |
111-280 |
110-090 |
1-190 |
1.4% |
0-195 |
0.6% |
14% |
False |
False |
81,224 |
| 20 |
111-280 |
110-090 |
1-190 |
1.4% |
0-178 |
0.5% |
14% |
False |
False |
44,941 |
| 40 |
113-240 |
110-090 |
3-150 |
3.1% |
0-122 |
0.3% |
6% |
False |
False |
22,710 |
| 60 |
115-000 |
110-090 |
4-230 |
4.3% |
0-081 |
0.2% |
5% |
False |
False |
15,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-138 |
|
2.618 |
113-272 |
|
1.618 |
112-282 |
|
1.000 |
112-090 |
|
0.618 |
111-292 |
|
HIGH |
111-100 |
|
0.618 |
110-302 |
|
0.500 |
110-265 |
|
0.382 |
110-228 |
|
LOW |
110-110 |
|
0.618 |
109-238 |
|
1.000 |
109-120 |
|
1.618 |
108-248 |
|
2.618 |
107-258 |
|
4.250 |
106-072 |
|
|
| Fisher Pivots for day following 22-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-265 |
110-305 |
| PP |
110-230 |
110-257 |
| S1 |
110-195 |
110-208 |
|