ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 11-Apr-2008
Day Change Summary
Previous Current
10-Apr-2008 11-Apr-2008 Change Change % Previous Week
Open 112-290 113-110 0-140 0.4% 112-150
High 113-100 113-130 0-030 0.1% 113-130
Low 112-280 113-110 0-150 0.4% 112-090
Close 112-290 113-110 0-140 0.4% 113-110
Range 0-140 0-020 -0-120 -85.7% 1-040
ATR 0-137 0-139 0-002 1.2% 0-000
Volume 5,317 3 -5,314 -99.9% 5,355
Daily Pivots for day following 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 113-177 113-163 113-121
R3 113-157 113-143 113-116
R2 113-137 113-137 113-114
R1 113-123 113-123 113-112 113-120
PP 113-117 113-117 113-117 113-115
S1 113-103 113-103 113-108 113-100
S2 113-097 113-097 113-106
S3 113-077 113-083 113-104
S4 113-057 113-063 113-099
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 116-123 115-317 113-308
R3 115-083 114-277 113-209
R2 114-043 114-043 113-176
R1 113-237 113-237 113-143 113-300
PP 113-003 113-003 113-003 113-035
S1 112-197 112-197 113-077 112-260
S2 111-283 111-283 113-044
S3 110-243 111-157 113-011
S4 109-203 110-117 112-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-130 112-090 1-040 1.0% 0-058 0.2% 94% True False 1,071
10 113-240 112-090 1-150 1.3% 0-039 0.1% 72% False False 867
20 115-000 112-090 2-230 2.4% 0-020 0.1% 39% False False 434
40 115-000 111-150 3-170 3.1% 0-010 0.0% 53% False False 218
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-215
2.618 113-182
1.618 113-162
1.000 113-150
0.618 113-142
HIGH 113-130
0.618 113-122
0.500 113-120
0.382 113-118
LOW 113-110
0.618 113-098
1.000 113-090
1.618 113-078
2.618 113-058
4.250 113-025
Fisher Pivots for day following 11-Apr-2008
Pivot 1 day 3 day
R1 113-120 113-088
PP 113-117 113-067
S1 113-113 113-045

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

View Archives - Comment on this page... - Back to Index of Symbols