ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 24-Apr-2008
Day Change Summary
Previous Current
23-Apr-2008 24-Apr-2008 Change Change % Previous Week
Open 111-140 110-230 -0-230 -0.6% 113-090
High 111-220 111-170 -0-050 -0.1% 113-200
Low 111-120 110-210 -0-230 -0.6% 111-000
Close 111-140 110-230 -0-230 -0.6% 111-170
Range 0-100 0-280 0-180 180.0% 2-200
ATR 0-138 0-148 0-010 7.3% 0-000
Volume 37 675 638 1,724.3% 173
Daily Pivots for day following 24-Apr-2008
Classic Woodie Camarilla DeMark
R4 113-190 113-010 111-064
R3 112-230 112-050 110-307
R2 111-270 111-270 110-281
R1 111-090 111-090 110-256 111-050
PP 110-310 110-310 110-310 110-290
S1 110-130 110-130 110-204 110-090
S2 110-030 110-030 110-179
S3 109-070 109-170 110-153
S4 108-110 108-210 110-076
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
5 111-220 110-210 1-010 0.9% 0-134 0.4% 6% False True 151
10 113-200 110-210 2-310 2.7% 0-094 0.3% 2% False True 93
20 113-240 110-210 3-030 2.8% 0-066 0.2% 2% False True 480
40 115-000 110-210 4-110 3.9% 0-033 0.1% 1% False True 241
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 115-080
2.618 113-263
1.618 112-303
1.000 112-130
0.618 112-023
HIGH 111-170
0.618 111-063
0.500 111-030
0.382 110-317
LOW 110-210
0.618 110-037
1.000 109-250
1.618 109-077
2.618 108-117
4.250 106-300
Fisher Pivots for day following 24-Apr-2008
Pivot 1 day 3 day
R1 111-030 111-055
PP 110-310 111-007
S1 110-270 110-278

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

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