ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 109-132 109-010 -0-122 -0.3% 108-217
High 109-177 109-162 -0-015 0.0% 109-177
Low 108-277 109-002 0-045 0.1% 108-157
Close 108-307 109-150 0-163 0.5% 109-150
Range 0-220 0-160 -0-060 -27.3% 1-020
ATR 0-228 0-224 -0-004 -1.7% 0-000
Volume 599,655 613,250 13,595 2.3% 3,020,772
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 110-265 110-207 109-238
R3 110-105 110-047 109-194
R2 109-265 109-265 109-179
R1 109-207 109-207 109-165 109-236
PP 109-105 109-105 109-105 109-119
S1 109-047 109-047 109-135 109-076
S2 108-265 108-265 109-121
S3 108-105 108-207 109-106
S4 107-265 108-047 109-062
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-115 111-312 110-017
R3 111-095 110-292 109-244
R2 110-075 110-075 109-212
R1 109-272 109-272 109-181 110-014
PP 109-055 109-055 109-055 109-085
S1 108-252 108-252 109-119 108-314
S2 108-035 108-035 109-088
S3 107-015 107-232 109-056
S4 105-315 106-212 108-283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109-177 108-157 1-020 1.0% 0-182 0.5% 92% False False 604,154
10 111-100 108-150 2-270 2.6% 0-252 0.7% 35% False False 695,224
20 111-100 108-150 2-270 2.6% 0-231 0.7% 35% False False 628,324
40 111-280 108-150 3-130 3.1% 0-208 0.6% 29% False False 339,431
60 113-240 108-150 5-090 4.8% 0-162 0.5% 19% False False 226,465
80 115-000 108-150 6-170 6.0% 0-122 0.3% 15% False False 169,849
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-202
2.618 110-261
1.618 110-101
1.000 110-002
0.618 109-261
HIGH 109-162
0.618 109-101
0.500 109-082
0.382 109-063
LOW 109-002
0.618 108-223
1.000 108-162
1.618 108-063
2.618 107-223
4.250 106-282
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 109-127 109-120
PP 109-105 109-090
S1 109-082 109-060

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

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