ECBOT 5 Year T-Note Future September 2008
| Trading Metrics calculated at close of trading on 27-May-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2008 |
27-May-2008 |
Change |
Change % |
Previous Week |
| Open |
111-000 |
111-000 |
0-000 |
0.0% |
110-300 |
| High |
111-000 |
111-030 |
0-030 |
0.1% |
111-180 |
| Low |
110-290 |
110-170 |
-0-120 |
-0.3% |
110-110 |
| Close |
110-290 |
110-200 |
-0-090 |
-0.3% |
111-030 |
| Range |
0-030 |
0-180 |
0-150 |
500.0% |
1-070 |
| ATR |
0-177 |
0-177 |
0-000 |
0.1% |
0-000 |
| Volume |
113,029 |
127,381 |
14,352 |
12.7% |
699,459 |
|
| Daily Pivots for day following 27-May-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-140 |
112-030 |
110-299 |
|
| R3 |
111-280 |
111-170 |
110-250 |
|
| R2 |
111-100 |
111-100 |
110-233 |
|
| R1 |
110-310 |
110-310 |
110-216 |
110-275 |
| PP |
110-240 |
110-240 |
110-240 |
110-222 |
| S1 |
110-130 |
110-130 |
110-184 |
110-095 |
| S2 |
110-060 |
110-060 |
110-167 |
|
| S3 |
109-200 |
109-270 |
110-150 |
|
| S4 |
109-020 |
109-090 |
110-101 |
|
|
| 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% |
0-180 |
0.5% |
23% |
False |
False |
150,813 |
| 10 |
111-180 |
110-090 |
1-090 |
1.2% |
0-189 |
0.5% |
27% |
False |
False |
111,907 |
| 20 |
111-280 |
110-090 |
1-190 |
1.4% |
0-187 |
0.5% |
22% |
False |
False |
62,049 |
| 40 |
113-240 |
110-090 |
3-150 |
3.1% |
0-133 |
0.4% |
10% |
False |
False |
31,493 |
| 60 |
115-000 |
110-090 |
4-230 |
4.3% |
0-089 |
0.3% |
7% |
False |
False |
21,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-155 |
|
2.618 |
112-181 |
|
1.618 |
112-001 |
|
1.000 |
111-210 |
|
0.618 |
111-141 |
|
HIGH |
111-030 |
|
0.618 |
110-281 |
|
0.500 |
110-260 |
|
0.382 |
110-239 |
|
LOW |
110-170 |
|
0.618 |
110-059 |
|
1.000 |
109-310 |
|
1.618 |
109-199 |
|
2.618 |
109-019 |
|
4.250 |
108-045 |
|
|
| Fisher Pivots for day following 27-May-2008 |
| Pivot |
1 day |
3 day |
| R1 |
110-260 |
110-230 |
| PP |
110-240 |
110-220 |
| S1 |
110-220 |
110-210 |
|