ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 111-010 111-070 0-060 0.2% 110-175
High 111-175 111-165 -0-010 0.0% 111-025
Low 110-222 111-030 0-128 0.4% 110-095
Close 111-042 111-127 0-085 0.2% 110-287
Range 0-273 0-135 -0-138 -50.5% 0-250
ATR 0-207 0-202 -0-005 -2.5% 0-000
Volume 618,020 663,263 45,243 7.3% 2,610,672
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-192 112-135 111-201
R3 112-057 112-000 111-164
R2 111-242 111-242 111-152
R1 111-185 111-185 111-139 111-214
PP 111-107 111-107 111-107 111-122
S1 111-050 111-050 111-115 111-078
S2 110-292 110-292 111-102
S3 110-157 110-235 111-090
S4 110-022 110-100 111-053
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-032 112-250 111-104
R3 112-102 112-000 111-036
R2 111-172 111-172 111-013
R1 111-070 111-070 110-310 111-121
PP 110-242 110-242 110-242 110-268
S1 110-140 110-140 110-264 110-191
S2 109-312 109-312 110-241
S3 109-062 109-210 110-218
S4 108-132 108-280 110-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-175 110-107 1-068 1.1% 0-186 0.5% 88% False False 658,649
10 111-175 109-020 2-155 2.2% 0-190 0.5% 94% False False 617,882
20 111-175 108-150 3-025 2.8% 0-205 0.6% 95% False False 642,651
40 111-200 108-150 3-050 2.8% 0-216 0.6% 93% False False 504,065
60 113-020 108-150 4-190 4.1% 0-187 0.5% 64% False False 338,019
80 115-000 108-150 6-170 5.9% 0-147 0.4% 45% False False 253,623
100 115-000 108-150 6-170 5.9% 0-118 0.3% 45% False False 202,899
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 113-099
2.618 112-198
1.618 112-063
1.000 111-300
0.618 111-248
HIGH 111-165
0.618 111-113
0.500 111-098
0.382 111-082
LOW 111-030
0.618 110-267
1.000 110-215
1.618 110-132
2.618 109-317
4.250 109-096
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 111-117 111-094
PP 111-107 111-061
S1 111-098 111-028

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

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