ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 108-310 109-132 0-142 0.4% 111-060
High 109-147 109-177 0-030 0.1% 111-100
Low 108-262 108-277 0-015 0.0% 108-150
Close 109-115 108-307 -0-128 -0.4% 108-200
Range 0-205 0-220 0-015 7.3% 2-270
ATR 0-229 0-228 -0-001 -0.3% 0-000
Volume 681,992 599,655 -82,337 -12.1% 3,931,472
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 111-060 110-244 109-108
R3 110-160 110-024 109-048
R2 109-260 109-260 109-027
R1 109-124 109-124 109-007 109-082
PP 109-040 109-040 109-040 109-020
S1 108-224 108-224 108-287 108-182
S2 108-140 108-140 108-267
S3 107-240 108-004 108-246
S4 107-020 107-104 108-186
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
5 109-177 108-150 1-027 1.0% 0-200 0.6% 45% True False 619,055
10 111-100 108-150 2-270 2.6% 0-272 0.8% 17% False False 715,190
20 111-100 108-150 2-270 2.6% 0-235 0.7% 17% False False 603,313
40 111-280 108-150 3-130 3.1% 0-207 0.6% 14% False False 324,127
60 113-240 108-150 5-090 4.8% 0-160 0.5% 9% False False 216,245
80 115-000 108-150 6-170 6.0% 0-120 0.3% 8% False False 162,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-049
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112-152
2.618 111-113
1.618 110-213
1.000 110-077
0.618 109-313
HIGH 109-177
0.618 109-093
0.500 109-067
0.382 109-041
LOW 108-277
0.618 108-141
1.000 108-057
1.618 107-241
2.618 107-021
4.250 105-302
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 109-067 109-008
PP 109-040 109-001
S1 109-014 108-314

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

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