ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 14-Apr-2008
Day Change Summary
Previous Current
11-Apr-2008 14-Apr-2008 Change Change % Previous Week
Open 113-110 113-090 -0-020 -0.1% 112-150
High 113-130 113-200 0-070 0.2% 113-130
Low 113-110 113-080 -0-030 -0.1% 112-090
Close 113-110 113-090 -0-020 -0.1% 113-110
Range 0-020 0-120 0-100 500.0% 1-040
ATR 0-139 0-137 -0-001 -1.0% 0-000
Volume 3 0 -3 -100.0% 5,355
Daily Pivots for day following 14-Apr-2008
Classic Woodie Camarilla DeMark
R4 114-163 114-087 113-156
R3 114-043 113-287 113-123
R2 113-243 113-243 113-112
R1 113-167 113-167 113-101 113-150
PP 113-123 113-123 113-123 113-115
S1 113-047 113-047 113-079 113-030
S2 113-003 113-003 113-068
S3 112-203 112-247 113-057
S4 112-083 112-127 113-024
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
5 113-200 112-140 1-060 1.0% 0-070 0.2% 71% True False 1,071
10 113-240 112-090 1-150 1.3% 0-051 0.1% 68% False False 867
20 115-000 112-090 2-230 2.4% 0-026 0.1% 37% False False 434
40 115-000 111-150 3-170 3.1% 0-013 0.0% 51% False False 218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-070
2.618 114-194
1.618 114-074
1.000 114-000
0.618 113-274
HIGH 113-200
0.618 113-154
0.500 113-140
0.382 113-126
LOW 113-080
0.618 113-006
1.000 112-280
1.618 112-206
2.618 112-086
4.250 111-210
Fisher Pivots for day following 14-Apr-2008
Pivot 1 day 3 day
R1 113-140 113-087
PP 113-123 113-083
S1 113-107 113-080

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

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