ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 03-Apr-2008
Day Change Summary
Previous Current
02-Apr-2008 03-Apr-2008 Change Change % Previous Week
Open 112-180 112-170 -0-010 0.0% 113-040
High 112-180 112-250 0-070 0.2% 113-160
Low 112-160 112-170 0-010 0.0% 113-010
Close 112-180 112-170 -0-010 0.0% 113-160
Range 0-020 0-080 0-060 300.0% 0-150
ATR 0-144 0-139 -0-005 -3.2% 0-000
Volume 1,167 0 -1,167 -100.0% 2,158
Daily Pivots for day following 03-Apr-2008
Classic Woodie Camarilla DeMark
R4 113-117 113-063 112-214
R3 113-037 112-303 112-192
R2 112-277 112-277 112-185
R1 112-223 112-223 112-177 112-210
PP 112-197 112-197 112-197 112-190
S1 112-143 112-143 112-163 112-130
S2 112-117 112-117 112-155
S3 112-037 112-063 112-148
S4 111-277 111-303 112-126
Weekly Pivots for week ending 28-Mar-2008
Classic Woodie Camarilla DeMark
R4 114-240 114-190 113-242
R3 114-090 114-040 113-201
R2 113-260 113-260 113-188
R1 113-210 113-210 113-174 113-235
PP 113-110 113-110 113-110 113-122
S1 113-060 113-060 113-146 113-085
S2 112-280 112-280 113-132
S3 112-130 112-230 113-119
S4 111-300 112-080 113-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-240 112-160 1-080 1.1% 0-020 0.1% 3% False False 663
10 114-110 112-160 1-270 1.6% 0-010 0.0% 2% False False 332
20 115-000 112-160 2-160 2.2% 0-005 0.0% 1% False False 167
40 115-000 111-150 3-170 3.1% 0-002 0.0% 30% False False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 113-270
2.618 113-139
1.618 113-059
1.000 113-010
0.618 112-299
HIGH 112-250
0.618 112-219
0.500 112-210
0.382 112-201
LOW 112-170
0.618 112-121
1.000 112-090
1.618 112-041
2.618 111-281
4.250 111-150
Fisher Pivots for day following 03-Apr-2008
Pivot 1 day 3 day
R1 112-210 113-040
PP 112-197 112-297
S1 112-183 112-233

These figures are updated between 7pm and 10pm EST after a trading day.

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