ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 13-Jun-2008
Day Change Summary
Previous Current
12-Jun-2008 13-Jun-2008 Change Change % Previous Week
Open 109-240 108-260 -0-300 -0.9% 111-060
High 109-270 109-080 -0-190 -0.5% 111-100
Low 108-210 108-150 -0-060 -0.2% 108-150
Close 108-290 108-200 -0-090 -0.3% 108-200
Range 1-060 0-250 -0-130 -34.2% 2-270
ATR 0-241 0-241 0-001 0.3% 0-000
Volume 716,752 687,757 -28,995 -4.0% 3,931,472
Daily Pivots for day following 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 111-040 110-210 109-018
R3 110-110 109-280 108-269
R2 109-180 109-180 108-246
R1 109-030 109-030 108-223 108-300
PP 108-250 108-250 108-250 108-225
S1 108-100 108-100 108-177 108-050
S2 108-000 108-000 108-154
S3 107-070 107-170 108-131
S4 106-140 106-240 108-062
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 118-000 116-050 110-060
R3 115-050 113-100 109-130
R2 112-100 112-100 109-047
R1 110-150 110-150 108-283 109-310
PP 109-150 109-150 109-150 109-070
S1 107-200 107-200 108-117 107-040
S2 106-200 106-200 108-033
S3 103-250 104-250 107-270
S4 100-300 101-300 107-020
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-100 108-150 2-270 2.6% 1-002 0.9% 5% False True 786,294
10 111-100 108-150 2-270 2.6% 0-291 0.8% 5% False True 773,628
20 111-180 108-150 3-030 2.8% 0-235 0.7% 5% False True 512,259
40 111-280 108-150 3-130 3.1% 0-199 0.6% 5% False True 263,958
60 114-110 108-150 5-280 5.4% 0-147 0.4% 3% False True 176,119
80 115-000 108-150 6-170 6.0% 0-110 0.3% 2% False True 132,090
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-056
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 112-182
2.618 111-094
1.618 110-164
1.000 110-010
0.618 109-234
HIGH 109-080
0.618 108-304
0.500 108-275
0.382 108-246
LOW 108-150
0.618 107-316
1.000 107-220
1.618 107-066
2.618 106-136
4.250 105-048
Fisher Pivots for day following 13-Jun-2008
Pivot 1 day 3 day
R1 108-275 109-090
PP 108-250 109-020
S1 108-225 108-270

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

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