ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 111-102 111-257 0-155 0.4% 110-175
High 111-280 111-302 0-022 0.1% 111-025
Low 111-035 111-185 0-150 0.4% 110-095
Close 111-222 111-245 0-023 0.1% 110-287
Range 0-245 0-117 -0-128 -52.2% 0-250
ATR 0-205 0-198 -0-006 -3.1% 0-000
Volume 582,965 551,925 -31,040 -5.3% 2,610,672
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-275 112-217 111-309
R3 112-158 112-100 111-277
R2 112-041 112-041 111-266
R1 111-303 111-303 111-256 111-274
PP 111-244 111-244 111-244 111-229
S1 111-186 111-186 111-234 111-156
S2 111-127 111-127 111-224
S3 111-010 111-069 111-213
S4 110-213 110-272 111-181
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
5 111-302 110-200 1-102 1.2% 0-183 0.5% 86% True False 617,476
10 111-302 109-187 2-115 2.1% 0-184 0.5% 92% True False 625,704
20 111-302 108-150 3-152 3.1% 0-196 0.5% 95% True False 613,104
40 111-302 108-150 3-152 3.1% 0-212 0.6% 95% True False 531,678
60 111-302 108-150 3-152 3.1% 0-192 0.5% 95% True False 356,931
80 115-000 108-150 6-170 5.8% 0-152 0.4% 50% False False 267,809
100 115-000 108-150 6-170 5.8% 0-121 0.3% 50% False False 214,248
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-054
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 113-159
2.618 112-288
1.618 112-171
1.000 112-099
0.618 112-054
HIGH 111-302
0.618 111-257
0.500 111-244
0.382 111-230
LOW 111-185
0.618 111-113
1.000 111-068
1.618 110-316
2.618 110-199
4.250 110-008
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 111-244 111-219
PP 111-244 111-192
S1 111-244 111-166

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

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