ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 111-070 111-102 0-032 0.1% 110-175
High 111-165 111-280 0-115 0.3% 111-025
Low 111-030 111-035 0-005 0.0% 110-095
Close 111-127 111-222 0-095 0.3% 110-287
Range 0-135 0-245 0-110 81.5% 0-250
ATR 0-202 0-205 0-003 1.5% 0-000
Volume 663,263 582,965 -80,298 -12.1% 2,610,672
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-274 113-173 112-037
R3 113-029 112-248 111-289
R2 112-104 112-104 111-267
R1 112-003 112-003 111-244 112-054
PP 111-179 111-179 111-179 111-204
S1 111-078 111-078 111-200 111-128
S2 110-254 110-254 111-177
S3 110-009 110-153 111-155
S4 109-084 109-228 111-087
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
5 111-280 110-107 1-173 1.4% 0-192 0.5% 88% True False 671,091
10 111-280 109-020 2-260 2.5% 0-194 0.5% 94% True False 629,124
20 111-280 108-150 3-130 3.0% 0-204 0.6% 95% True False 623,307
40 111-280 108-150 3-130 3.0% 0-214 0.6% 95% True False 518,250
60 112-070 108-150 3-240 3.4% 0-190 0.5% 86% False False 347,733
80 115-000 108-150 6-170 5.8% 0-150 0.4% 49% False False 260,910
100 115-000 108-150 6-170 5.8% 0-120 0.3% 49% False False 208,728
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 0-052
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-041
2.618 113-281
1.618 113-036
1.000 112-205
0.618 112-111
HIGH 111-280
0.618 111-186
0.500 111-158
0.382 111-129
LOW 111-035
0.618 110-204
1.000 110-110
1.618 109-279
2.618 109-034
4.250 107-274
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 111-200 111-178
PP 111-179 111-135
S1 111-158 111-091

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

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