ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 20-May-2008
Day Change Summary
Previous Current
19-May-2008 20-May-2008 Change Change % Previous Week
Open 110-300 111-030 0-050 0.1% 111-170
High 111-060 111-170 0-110 0.3% 111-270
Low 110-260 111-000 0-060 0.2% 110-090
Close 111-030 111-160 0-130 0.4% 110-310
Range 0-120 0-170 0-050 41.7% 1-180
ATR 0-175 0-175 0-000 -0.2% 0-000
Volume 80,838 104,964 24,126 29.8% 210,865
Daily Pivots for day following 20-May-2008
Classic Woodie Camarilla DeMark
R4 112-300 112-240 111-254
R3 112-130 112-070 111-207
R2 111-280 111-280 111-191
R1 111-220 111-220 111-176 111-250
PP 111-110 111-110 111-110 111-125
S1 111-050 111-050 111-144 111-080
S2 110-260 110-260 111-129
S3 110-090 110-200 111-113
S4 109-240 110-030 111-066
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 115-230 114-290 111-265
R3 114-050 113-110 111-128
R2 112-190 112-190 111-082
R1 111-250 111-250 111-036 111-130
PP 111-010 111-010 111-010 110-270
S1 110-070 110-070 110-264 109-270
S2 109-150 109-150 110-218
S3 107-290 108-210 110-172
S4 106-110 107-030 110-035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-170 110-090 1-080 1.1% 0-198 0.6% 98% True False 73,001
10 111-280 110-090 1-190 1.4% 0-188 0.5% 76% False False 43,580
20 111-280 110-090 1-190 1.4% 0-174 0.5% 76% False False 24,945
40 113-240 110-090 3-150 3.1% 0-110 0.3% 35% False False 12,695
60 115-000 110-090 4-230 4.2% 0-074 0.2% 26% False False 8,464
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 0-036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-252
2.618 112-295
1.618 112-125
1.000 112-020
0.618 111-275
HIGH 111-170
0.618 111-105
0.500 111-085
0.382 111-065
LOW 111-000
0.618 110-215
1.000 110-150
1.618 110-045
2.618 109-195
4.250 108-238
Fisher Pivots for day following 20-May-2008
Pivot 1 day 3 day
R1 111-135 111-113
PP 111-110 111-067
S1 111-085 111-020

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

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