ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 109-062 109-210 0-148 0.4% 108-217
High 109-240 109-235 -0-005 0.0% 109-177
Low 109-032 109-020 -0-012 0.0% 108-157
Close 109-205 109-205 0-000 0.0% 109-150
Range 0-208 0-215 0-007 3.4% 1-020
ATR 0-216 0-216 0-000 0.0% 0-000
Volume 470,546 586,116 115,570 24.6% 3,020,772
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 111-158 111-077 110-003
R3 110-263 110-182 109-264
R2 110-048 110-048 109-244
R1 109-287 109-287 109-225 109-220
PP 109-153 109-153 109-153 109-120
S1 109-072 109-072 109-185 109-005
S2 108-258 108-258 109-166
S3 108-043 108-177 109-146
S4 107-148 107-282 109-087
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
5 109-240 108-277 0-283 0.8% 0-184 0.5% 88% False False 558,531
10 109-270 108-150 1-120 1.3% 0-208 0.6% 85% False False 600,503
20 111-100 108-150 2-270 2.6% 0-236 0.7% 41% False False 678,300
40 111-280 108-150 3-130 3.1% 0-212 0.6% 34% False False 378,311
60 113-200 108-150 5-050 4.7% 0-171 0.5% 23% False False 252,759
80 115-000 108-150 6-170 6.0% 0-128 0.4% 18% False False 189,596
100 115-000 108-150 6-170 6.0% 0-103 0.3% 18% False False 151,677
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112-189
2.618 111-158
1.618 110-263
1.000 110-130
0.618 110-048
HIGH 109-235
0.618 109-153
0.500 109-128
0.382 109-102
LOW 109-020
0.618 108-207
1.000 108-125
1.618 107-312
2.618 107-097
4.250 106-066
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 109-179 109-180
PP 109-153 109-155
S1 109-128 109-130

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

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