ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 10-Apr-2008
Day Change Summary
Previous Current
09-Apr-2008 10-Apr-2008 Change Change % Previous Week
Open 113-080 112-290 -0-110 -0.3% 113-240
High 113-080 113-100 0-020 0.1% 113-240
Low 113-080 112-280 -0-120 -0.3% 112-160
Close 113-080 112-290 -0-110 -0.3% 112-170
Range 0-000 0-140 0-140 1-080
ATR 0-137 0-137 0-000 0.2% 0-000
Volume 35 5,317 5,282 15,091.4% 1,167
Daily Pivots for day following 10-Apr-2008
Classic Woodie Camarilla DeMark
R4 114-110 114-020 113-047
R3 113-290 113-200 113-008
R2 113-150 113-150 112-316
R1 113-060 113-060 112-303 113-040
PP 113-010 113-010 113-010 113-000
S1 112-240 112-240 112-277 112-220
S2 112-190 112-190 112-264
S3 112-050 112-100 112-252
S4 111-230 111-280 112-213
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 116-217 115-273 113-070
R3 115-137 114-193 112-280
R2 114-057 114-057 112-243
R1 113-113 113-113 112-207 113-045
PP 112-297 112-297 112-297 112-262
S1 112-033 112-033 112-133 111-285
S2 111-217 111-217 112-097
S3 110-137 110-273 112-060
S4 109-057 109-193 111-270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-100 112-090 1-010 0.9% 0-070 0.2% 61% True False 1,070
10 113-240 112-090 1-150 1.3% 0-037 0.1% 43% False False 867
20 115-000 112-090 2-230 2.4% 0-018 0.1% 23% False False 434
40 115-000 111-150 3-170 3.1% 0-009 0.0% 41% False False 218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 115-055
2.618 114-147
1.618 114-007
1.000 113-240
0.618 113-187
HIGH 113-100
0.618 113-047
0.500 113-030
0.382 113-013
LOW 112-280
0.618 112-193
1.000 112-140
1.618 112-053
2.618 111-233
4.250 111-005
Fisher Pivots for day following 10-Apr-2008
Pivot 1 day 3 day
R1 113-030 112-287
PP 113-010 112-283
S1 112-310 112-280

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

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