ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 111-060 110-050 -1-010 -0.9% 109-280
High 111-100 110-050 -1-050 -1.0% 111-090
Low 109-300 109-110 -0-190 -0.5% 109-270
Close 110-040 109-140 -0-220 -0.6% 111-030
Range 1-120 0-260 -0-180 -40.9% 1-140
ATR 0-223 0-226 0-003 1.2% 0-000
Volume 801,116 969,862 168,746 21.1% 3,804,810
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-027 111-183 109-283
R3 111-087 110-243 109-212
R2 110-147 110-147 109-188
R1 109-303 109-303 109-164 109-255
PP 109-207 109-207 109-207 109-182
S1 109-043 109-043 109-116 108-315
S2 108-267 108-267 109-092
S3 108-007 108-103 109-068
S4 107-067 107-163 108-317
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-017 114-163 111-283
R3 113-197 113-023 111-156
R2 112-057 112-057 111-114
R1 111-203 111-203 111-072 111-290
PP 110-237 110-237 110-237 110-280
S1 110-063 110-063 110-308 110-150
S2 109-097 109-097 110-266
S3 107-277 108-243 110-224
S4 106-137 107-103 110-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-100 109-110 1-310 1.8% 0-290 0.8% 5% False True 847,116
10 111-100 109-110 1-310 1.8% 0-260 0.7% 5% False True 714,481
20 111-180 109-110 2-070 2.0% 0-224 0.6% 4% False True 413,194
40 112-070 109-110 2-280 2.6% 0-184 0.5% 3% False True 209,946
60 115-000 109-110 5-210 5.2% 0-132 0.4% 2% False True 140,111
80 115-000 109-110 5-210 5.2% 0-099 0.3% 2% False True 105,084
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 0-044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-195
2.618 112-091
1.618 111-151
1.000 110-310
0.618 110-211
HIGH 110-050
0.618 109-271
0.500 109-240
0.382 109-209
LOW 109-110
0.618 108-269
1.000 108-170
1.618 108-009
2.618 107-069
4.250 105-285
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 109-240 110-105
PP 109-207 110-010
S1 109-173 109-235

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

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