ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 26-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2008 |
26-May-2008 |
Change |
Change % |
Previous Week |
| Open |
110-160 |
111-000 |
0-160 |
0.5% |
110-300 |
| High |
111-030 |
111-000 |
-0-030 |
-0.1% |
111-180 |
| Low |
110-110 |
110-290 |
0-180 |
0.5% |
110-110 |
| Close |
111-030 |
110-290 |
-0-060 |
-0.2% |
111-030 |
| Range |
0-240 |
0-030 |
-0-210 |
-87.5% |
1-070 |
| ATR |
0-186 |
0-177 |
-0-009 |
-4.8% |
0-000 |
| Volume |
113,029 |
113,029 |
0 |
0.0% |
699,459 |
|
| Daily Pivots for day following 26-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-070 |
111-050 |
110-306 |
|
| R3 |
111-040 |
111-020 |
110-298 |
|
| R2 |
111-010 |
111-010 |
110-296 |
|
| R1 |
110-310 |
110-310 |
110-293 |
110-305 |
| PP |
110-300 |
110-300 |
110-300 |
110-298 |
| S1 |
110-280 |
110-280 |
110-287 |
110-275 |
| S2 |
110-270 |
110-270 |
110-284 |
|
| S3 |
110-240 |
110-250 |
110-282 |
|
| S4 |
110-210 |
110-220 |
110-274 |
|
|
| Weekly Pivots for week ending 23-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-210 |
114-030 |
111-244 |
|
| R3 |
113-140 |
112-280 |
111-137 |
|
| R2 |
112-070 |
112-070 |
111-102 |
|
| R1 |
111-210 |
111-210 |
111-066 |
111-300 |
| PP |
111-000 |
111-000 |
111-000 |
111-045 |
| S1 |
110-140 |
110-140 |
110-314 |
110-230 |
| S2 |
109-250 |
109-250 |
110-278 |
|
| S3 |
108-180 |
109-070 |
110-243 |
|
| S4 |
107-110 |
108-000 |
110-136 |
|
|
| 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% |
0-178 |
0.5% |
46% |
False |
False |
146,330 |
| 10 |
111-200 |
110-090 |
1-110 |
1.2% |
0-201 |
0.6% |
47% |
False |
False |
100,726 |
| 20 |
111-280 |
110-090 |
1-190 |
1.4% |
0-182 |
0.5% |
39% |
False |
False |
55,816 |
| 40 |
113-240 |
110-090 |
3-150 |
3.1% |
0-128 |
0.4% |
18% |
False |
False |
28,362 |
| 60 |
115-000 |
110-090 |
4-230 |
4.3% |
0-086 |
0.2% |
13% |
False |
False |
18,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
111-128 |
|
2.618 |
111-079 |
|
1.618 |
111-049 |
|
1.000 |
111-030 |
|
0.618 |
111-019 |
|
HIGH |
111-000 |
|
0.618 |
110-309 |
|
0.500 |
110-305 |
|
0.382 |
110-301 |
|
LOW |
110-290 |
|
0.618 |
110-271 |
|
1.000 |
110-260 |
|
1.618 |
110-241 |
|
2.618 |
110-211 |
|
4.250 |
110-162 |
|
|
| Fisher Pivots for day following 26-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-305 |
110-282 |
| PP |
110-300 |
110-273 |
| S1 |
110-295 |
110-265 |
|