ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 29-Apr-2008
Day Change Summary
Previous Current
28-Apr-2008 29-Apr-2008 Change Change % Previous Week
Open 110-190 110-310 0-120 0.3% 111-190
High 110-250 111-040 0-110 0.3% 111-220
Low 110-170 110-280 0-110 0.3% 110-150
Close 110-240 110-290 0-050 0.1% 110-180
Range 0-080 0-080 0-000 0.0% 1-070
ATR 0-141 0-139 -0-001 -1.1% 0-000
Volume 7,456 2,728 -4,728 -63.4% 1,859
Daily Pivots for day following 29-Apr-2008
Classic Woodie Camarilla DeMark
R4 111-230 111-180 111-014
R3 111-150 111-100 110-312
R2 111-070 111-070 110-305
R1 111-020 111-020 110-297 111-005
PP 110-310 110-310 110-310 110-302
S1 110-260 110-260 110-283 110-245
S2 110-230 110-230 110-275
S3 110-150 110-180 110-268
S4 110-070 110-100 110-246
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% 0-130 0.4% 36% False False 2,399
10 112-070 110-150 1-240 1.6% 0-100 0.3% 25% False False 1,205
20 113-240 110-150 3-090 3.0% 0-079 0.2% 13% False False 936
40 115-000 110-150 4-170 4.1% 0-040 0.1% 10% False False 523
Crabel Price Patterns
NR False
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 0-021
Fibonacci Retracements and Extensions
4.250 112-060
2.618 111-249
1.618 111-169
1.000 111-120
0.618 111-089
HIGH 111-040
0.618 111-009
0.500 111-000
0.382 110-311
LOW 110-280
0.618 110-231
1.000 110-200
1.618 110-151
2.618 110-071
4.250 109-260
Fisher Pivots for day following 29-Apr-2008
Pivot 1 day 3 day
R1 111-000 110-278
PP 110-310 110-267
S1 110-300 110-255

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

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