ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 18-Jun-2008
Day Change Summary
Previous Current
17-Jun-2008 18-Jun-2008 Change Change % Previous Week
Open 108-160 108-310 0-150 0.4% 111-060
High 109-040 109-147 0-107 0.3% 111-100
Low 108-160 108-262 0-102 0.3% 108-150
Close 108-282 109-115 0-153 0.4% 108-200
Range 0-200 0-205 0-005 2.5% 2-270
ATR 0-230 0-229 -0-002 -0.8% 0-000
Volume 429,993 681,992 251,999 58.6% 3,931,472
Daily Pivots for day following 18-Jun-2008
Classic Woodie Camarilla DeMark
R4 111-043 110-284 109-228
R3 110-158 110-079 109-171
R2 109-273 109-273 109-153
R1 109-194 109-194 109-134 109-234
PP 109-068 109-068 109-068 109-088
S1 108-309 108-309 109-096 109-028
S2 108-183 108-183 109-077
S3 107-298 108-104 109-059
S4 107-093 107-219 109-002
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
5 109-270 108-150 1-120 1.3% 0-232 0.7% 65% False False 642,475
10 111-100 108-150 2-270 2.6% 0-268 0.8% 31% False False 738,371
20 111-100 108-150 2-270 2.6% 0-240 0.7% 31% False False 581,336
40 111-280 108-150 3-130 3.1% 0-208 0.6% 26% False False 309,153
60 113-240 108-150 5-090 4.8% 0-156 0.4% 17% False False 206,250
80 115-000 108-150 6-170 6.0% 0-117 0.3% 14% False False 154,688
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 0-050
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-058
2.618 111-044
1.618 110-159
1.000 110-032
0.618 109-274
HIGH 109-147
0.618 109-069
0.500 109-044
0.382 109-020
LOW 108-262
0.618 108-135
1.000 108-057
1.618 107-250
2.618 107-045
4.250 106-031
Fisher Pivots for day following 18-Jun-2008
Pivot 1 day 3 day
R1 109-092 109-074
PP 109-068 109-033
S1 109-044 108-312

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

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