ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 111-030 111-170 0-140 0.4% 111-170
High 111-170 111-180 0-010 0.0% 111-270
Low 111-000 111-040 0-040 0.1% 110-090
Close 111-160 111-060 -0-100 -0.3% 110-310
Range 0-170 0-140 -0-030 -17.6% 1-180
ATR 0-175 0-172 -0-002 -1.4% 0-000
Volume 104,964 240,522 135,558 129.1% 210,865
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 112-193 112-107 111-137
R3 112-053 111-287 111-098
R2 111-233 111-233 111-086
R1 111-147 111-147 111-073 111-120
PP 111-093 111-093 111-093 111-080
S1 111-007 111-007 111-047 110-300
S2 110-273 110-273 111-034
S3 110-133 110-187 111-022
S4 109-313 110-047 110-303
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
5 111-180 110-090 1-090 1.2% 0-180 0.5% 71% True False 118,141
10 111-280 110-090 1-190 1.4% 0-184 0.5% 57% False False 66,414
20 111-280 110-090 1-190 1.4% 0-176 0.5% 57% False False 36,969
40 113-240 110-090 3-150 3.1% 0-114 0.3% 26% False False 18,708
60 115-000 110-090 4-230 4.2% 0-076 0.2% 19% False False 12,472
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-135
2.618 112-227
1.618 112-087
1.000 112-000
0.618 111-267
HIGH 111-180
0.618 111-127
0.500 111-110
0.382 111-093
LOW 111-040
0.618 110-273
1.000 110-220
1.618 110-133
2.618 109-313
4.250 109-085
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 111-110 111-060
PP 111-093 111-060
S1 111-077 111-060

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

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