ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 15-Apr-2008
Day Change Summary
Previous Current
14-Apr-2008 15-Apr-2008 Change Change % Previous Week
Open 113-090 113-000 -0-090 -0.2% 112-150
High 113-200 113-020 -0-180 -0.5% 113-130
Low 113-080 112-270 -0-130 -0.4% 112-090
Close 113-090 112-290 -0-120 -0.3% 113-110
Range 0-120 0-070 -0-050 -41.7% 1-040
ATR 0-137 0-138 0-000 0.1% 0-000
Volume 0 158 158 5,355
Daily Pivots for day following 15-Apr-2008
Classic Woodie Camarilla DeMark
R4 113-190 113-150 113-008
R3 113-120 113-080 112-309
R2 113-050 113-050 112-303
R1 113-010 113-010 112-296 112-315
PP 112-300 112-300 112-300 112-292
S1 112-260 112-260 112-284 112-245
S2 112-230 112-230 112-277
S3 112-160 112-190 112-271
S4 112-090 112-120 112-252
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
5 113-200 112-270 0-250 0.7% 0-070 0.2% 8% False True 1,102
10 113-240 112-090 1-150 1.3% 0-058 0.2% 43% False False 668
20 115-000 112-090 2-230 2.4% 0-029 0.1% 23% False False 442
40 115-000 111-150 3-170 3.1% 0-014 0.0% 41% False False 222
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 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-318
2.618 113-203
1.618 113-133
1.000 113-090
0.618 113-063
HIGH 113-020
0.618 112-313
0.500 112-305
0.382 112-297
LOW 112-270
0.618 112-227
1.000 112-200
1.618 112-157
2.618 112-087
4.250 111-292
Fisher Pivots for day following 15-Apr-2008
Pivot 1 day 3 day
R1 112-305 113-075
PP 112-300 113-040
S1 112-295 113-005

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

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