ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 11-Jul-2008
Day Change Summary
Previous Current
10-Jul-2008 11-Jul-2008 Change Change % Previous Week
Open 111-257 111-242 -0-015 0.0% 111-010
High 111-302 111-272 -0-030 -0.1% 111-302
Low 111-185 110-242 -0-263 -0.7% 110-222
Close 111-245 110-290 -0-275 -0.8% 110-290
Range 0-117 1-030 0-233 199.1% 1-080
ATR 0-198 0-209 0-011 5.5% 0-000
Volume 551,925 658,629 106,704 19.3% 3,074,802
Daily Pivots for day following 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-145 113-247 111-162
R3 113-115 112-217 111-066
R2 112-085 112-085 111-034
R1 111-187 111-187 111-002 111-121
PP 111-055 111-055 111-055 111-022
S1 110-157 110-157 110-258 110-091
S2 110-025 110-025 110-226
S3 108-315 109-127 110-194
S4 107-285 108-097 110-098
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-298 114-054 111-190
R3 113-218 112-294 111-080
R2 112-138 112-138 111-043
R1 111-214 111-214 111-007 111-136
PP 111-058 111-058 111-058 111-019
S1 110-134 110-134 110-253 110-056
S2 109-298 109-298 110-217
S3 108-218 109-054 110-180
S4 107-138 107-294 110-070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-302 110-222 1-080 1.1% 0-224 0.6% 17% False False 614,960
10 111-302 110-065 1-237 1.6% 0-193 0.5% 40% False False 633,439
20 111-302 108-150 3-152 3.1% 0-194 0.5% 70% False False 610,197
40 111-302 108-150 3-152 3.1% 0-214 0.6% 70% False False 547,278
60 111-302 108-150 3-152 3.1% 0-197 0.6% 70% False False 367,908
80 115-000 108-150 6-170 5.9% 0-156 0.4% 37% False False 276,042
100 115-000 108-150 6-170 5.9% 0-125 0.4% 37% False False 220,834
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 116-160
2.618 114-228
1.618 113-198
1.000 112-302
0.618 112-168
HIGH 111-272
0.618 111-138
0.500 111-097
0.382 111-056
LOW 110-242
0.618 110-026
1.000 109-212
1.618 108-316
2.618 107-286
4.250 106-034
Fisher Pivots for day following 11-Jul-2008
Pivot 1 day 3 day
R1 111-097 111-112
PP 111-055 111-065
S1 111-012 111-017

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

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