ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 25-Apr-2008
Day Change Summary
Previous Current
24-Apr-2008 25-Apr-2008 Change Change % Previous Week
Open 110-230 110-180 -0-050 -0.1% 111-190
High 111-170 110-260 -0-230 -0.6% 111-220
Low 110-210 110-150 -0-060 -0.2% 110-150
Close 110-230 110-180 -0-050 -0.1% 110-180
Range 0-280 0-110 -0-170 -60.7% 1-070
ATR 0-148 0-146 -0-003 -1.8% 0-000
Volume 675 1,101 426 63.1% 1,859
Daily Pivots for day following 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 111-207 111-143 110-240
R3 111-097 111-033 110-210
R2 110-307 110-307 110-200
R1 110-243 110-243 110-190 110-235
PP 110-197 110-197 110-197 110-192
S1 110-133 110-133 110-170 110-125
S2 110-087 110-087 110-160
S3 109-297 110-023 110-150
S4 109-187 109-233 110-120
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 114-180 113-250 111-074
R3 113-110 112-180 110-287
R2 112-040 112-040 110-252
R1 111-110 111-110 110-216 111-040
PP 110-290 110-290 110-290 110-255
S1 110-040 110-040 110-144 109-290
S2 109-220 109-220 110-108
S3 108-150 108-290 110-073
S4 107-080 107-220 109-286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-220 110-150 1-070 1.1% 0-112 0.3% 8% False True 371
10 113-200 110-150 3-050 2.9% 0-103 0.3% 3% False True 203
20 113-240 110-150 3-090 3.0% 0-071 0.2% 3% False True 535
40 115-000 110-150 4-170 4.1% 0-036 0.1% 2% False True 268
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-088
2.618 111-228
1.618 111-118
1.000 111-050
0.618 111-008
HIGH 110-260
0.618 110-218
0.500 110-205
0.382 110-192
LOW 110-150
0.618 110-082
1.000 110-040
1.618 109-292
2.618 109-182
4.250 109-002
Fisher Pivots for day following 25-Apr-2008
Pivot 1 day 3 day
R1 110-205 111-025
PP 110-197 110-290
S1 110-188 110-235

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

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