ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 21-Apr-2008
Day Change Summary
Previous Current
18-Apr-2008 21-Apr-2008 Change Change % Previous Week
Open 111-070 111-190 0-120 0.3% 113-090
High 111-220 111-210 -0-010 0.0% 113-200
Low 111-000 111-160 0-160 0.5% 111-000
Close 111-170 111-190 0-020 0.1% 111-170
Range 0-220 0-050 -0-170 -77.3% 2-200
ATR 0-155 0-147 -0-007 -4.8% 0-000
Volume 1 14 13 1,300.0% 173
Daily Pivots for day following 21-Apr-2008
Classic Woodie Camarilla DeMark
R4 112-017 111-313 111-218
R3 111-287 111-263 111-204
R2 111-237 111-237 111-199
R1 111-213 111-213 111-195 111-215
PP 111-187 111-187 111-187 111-188
S1 111-163 111-163 111-185 111-165
S2 111-137 111-137 111-181
S3 111-087 111-113 111-176
S4 111-037 111-063 111-162
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-297 118-113 112-312
R3 117-097 115-233 112-081
R2 114-217 114-217 112-004
R1 113-033 113-033 111-247 112-185
PP 112-017 112-017 112-017 111-252
S1 110-153 110-153 111-093 109-305
S2 109-137 109-137 111-016
S3 106-257 107-273 110-259
S4 104-057 105-073 110-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-020 111-000 2-020 1.8% 0-080 0.2% 29% False False 37
10 113-200 111-000 2-200 2.4% 0-075 0.2% 23% False False 554
20 114-110 111-000 3-110 3.0% 0-046 0.1% 18% False False 443
40 115-000 111-000 4-000 3.6% 0-023 0.1% 15% False False 222
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-102
2.618 112-021
1.618 111-291
1.000 111-260
0.618 111-241
HIGH 111-210
0.618 111-191
0.500 111-185
0.382 111-179
LOW 111-160
0.618 111-129
1.000 111-110
1.618 111-079
2.618 111-029
4.250 110-268
Fisher Pivots for day following 21-Apr-2008
Pivot 1 day 3 day
R1 111-188 111-170
PP 111-187 111-150
S1 111-185 111-130

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

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