ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 110-152 110-235 0-083 0.2% 109-092
High 110-267 111-025 0-078 0.2% 110-207
Low 110-107 110-200 0-093 0.3% 109-020
Close 110-240 110-287 0-047 0.1% 110-140
Range 0-160 0-145 -0-015 -9.4% 1-187
ATR 0-206 0-202 -0-004 -2.1% 0-000
Volume 820,001 671,210 -148,791 -18.1% 2,809,954
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-072 112-005 111-047
R3 111-247 111-180 111-007
R2 111-102 111-102 110-314
R1 111-035 111-035 110-300 111-068
PP 110-277 110-277 110-277 110-294
S1 110-210 110-210 110-274 110-244
S2 110-132 110-132 110-260
S3 109-307 110-065 110-247
S4 109-162 109-240 110-207
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-257 114-065 111-099
R3 113-070 112-198 110-279
R2 111-203 111-203 110-233
R1 111-011 111-011 110-186 111-107
PP 110-016 110-016 110-016 110-064
S1 109-144 109-144 110-094 109-240
S2 108-149 108-149 110-047
S3 106-282 107-277 110-001
S4 105-095 106-090 109-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-025 110-065 0-280 0.8% 0-162 0.5% 79% True False 651,919
10 111-025 109-002 2-023 1.9% 0-177 0.5% 91% True False 603,387
20 111-100 108-150 2-270 2.6% 0-224 0.6% 85% False False 659,289
40 111-280 108-150 3-130 3.1% 0-211 0.6% 71% False False 472,809
60 113-200 108-150 5-050 4.6% 0-183 0.5% 47% False False 316,665
80 115-000 108-150 6-170 5.9% 0-142 0.4% 37% False False 237,607
100 115-000 108-150 6-170 5.9% 0-114 0.3% 37% False False 190,086
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-001
2.618 112-085
1.618 111-260
1.000 111-170
0.618 111-115
HIGH 111-025
0.618 110-290
0.500 110-272
0.382 110-255
LOW 110-200
0.618 110-110
1.000 110-055
1.618 109-285
2.618 109-140
4.250 108-224
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 110-282 110-267
PP 110-277 110-246
S1 110-272 110-226

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

View Archives - Comment on this page... - Back to Index of Symbols