ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 109-010 109-092 0-082 0.2% 108-217
High 109-162 109-147 -0-015 0.0% 109-177
Low 109-002 109-030 0-028 0.1% 108-157
Close 109-150 109-067 -0-083 -0.2% 109-150
Range 0-160 0-117 -0-043 -26.9% 1-020
ATR 0-224 0-217 -0-007 -3.3% 0-000
Volume 613,250 523,088 -90,162 -14.7% 3,020,772
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 110-112 110-047 109-131
R3 109-315 109-250 109-099
R2 109-198 109-198 109-088
R1 109-133 109-133 109-078 109-107
PP 109-081 109-081 109-081 109-068
S1 109-016 109-016 109-056 108-310
S2 108-284 108-284 109-046
S3 108-167 108-219 109-035
S4 108-050 108-102 109-003
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
5 109-177 108-160 1-017 1.0% 0-180 0.5% 67% False False 569,595
10 110-050 108-150 1-220 1.5% 0-220 0.6% 44% False False 667,421
20 111-100 108-150 2-270 2.6% 0-236 0.7% 26% False False 648,827
40 111-280 108-150 3-130 3.1% 0-209 0.6% 22% False False 352,322
60 113-240 108-150 5-090 4.8% 0-164 0.5% 14% False False 235,184
80 115-000 108-150 6-170 6.0% 0-123 0.4% 11% False False 176,388
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 111-004
2.618 110-133
1.618 110-016
1.000 109-264
0.618 109-219
HIGH 109-147
0.618 109-102
0.500 109-088
0.382 109-075
LOW 109-030
0.618 108-278
1.000 108-233
1.618 108-161
2.618 108-044
4.250 107-173
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 109-088 109-067
PP 109-081 109-067
S1 109-074 109-067

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

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