ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 17-Apr-2008
Day Change Summary
Previous Current
16-Apr-2008 17-Apr-2008 Change Change % Previous Week
Open 112-070 111-260 -0-130 -0.4% 112-150
High 112-070 111-260 -0-130 -0.4% 113-130
Low 112-050 111-220 -0-150 -0.4% 112-090
Close 112-070 111-260 -0-130 -0.4% 113-110
Range 0-020 0-040 0-020 100.0% 1-040
ATR 0-145 0-147 0-002 1.2% 0-000
Volume 14 0 -14 -100.0% 5,355
Daily Pivots for day following 17-Apr-2008
Classic Woodie Camarilla DeMark
R4 112-047 112-033 111-282
R3 112-007 111-313 111-271
R2 111-287 111-287 111-267
R1 111-273 111-273 111-264 111-280
PP 111-247 111-247 111-247 111-250
S1 111-233 111-233 111-256 111-240
S2 111-207 111-207 111-253
S3 111-167 111-193 111-249
S4 111-127 111-153 111-238
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
5 113-200 111-220 1-300 1.7% 0-054 0.2% 6% False True 35
10 113-200 111-220 1-300 1.7% 0-062 0.2% 6% False True 552
20 115-000 111-220 3-100 3.0% 0-032 0.1% 4% False True 442
40 115-000 111-150 3-170 3.2% 0-016 0.0% 10% False False 222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-110
2.618 112-045
1.618 112-005
1.000 111-300
0.618 111-285
HIGH 111-260
0.618 111-245
0.500 111-240
0.382 111-235
LOW 111-220
0.618 111-195
1.000 111-180
1.618 111-155
2.618 111-115
4.250 111-050
Fisher Pivots for day following 17-Apr-2008
Pivot 1 day 3 day
R1 111-253 112-120
PP 111-247 112-060
S1 111-240 112-000

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

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