ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 109-092 109-062 -0-030 -0.1% 108-217
High 109-147 109-240 0-093 0.3% 109-177
Low 109-030 109-032 0-002 0.0% 108-157
Close 109-067 109-205 0-138 0.4% 109-150
Range 0-117 0-208 0-091 77.8% 1-020
ATR 0-217 0-216 -0-001 -0.3% 0-000
Volume 523,088 470,546 -52,542 -10.0% 3,020,772
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 111-143 111-062 109-319
R3 110-255 110-174 109-262
R2 110-047 110-047 109-243
R1 109-286 109-286 109-224 110-006
PP 109-159 109-159 109-159 109-179
S1 109-078 109-078 109-186 109-118
S2 108-271 108-271 109-167
S3 108-063 108-190 109-148
S4 107-175 107-302 109-091
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
5 109-240 108-262 0-298 0.8% 0-182 0.5% 88% True False 577,706
10 110-030 108-150 1-200 1.5% 0-214 0.6% 72% False False 617,490
20 111-100 108-150 2-270 2.6% 0-237 0.7% 41% False False 665,985
40 111-280 108-150 3-130 3.1% 0-212 0.6% 34% False False 364,017
60 113-240 108-150 5-090 4.8% 0-168 0.5% 22% False False 242,990
80 115-000 108-150 6-170 6.0% 0-126 0.4% 18% False False 182,270
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 0-043
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-164
2.618 111-145
1.618 110-257
1.000 110-128
0.618 110-049
HIGH 109-240
0.618 109-161
0.500 109-136
0.382 109-111
LOW 109-032
0.618 108-223
1.000 108-144
1.618 108-015
2.618 107-127
4.250 106-108
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 109-182 109-177
PP 109-159 109-149
S1 109-136 109-121

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

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