ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 110-255 111-137 0-202 0.6% 111-010
High 111-217 112-075 0-178 0.5% 111-302
Low 110-167 111-122 0-275 0.8% 110-222
Close 111-120 111-240 0-120 0.3% 110-290
Range 1-050 0-273 -0-097 -26.2% 1-080
ATR 0-221 0-225 0-004 1.8% 0-000
Volume 882,055 738,536 -143,519 -16.3% 3,074,802
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-111 113-289 112-070
R3 113-158 113-016 111-315
R2 112-205 112-205 111-290
R1 112-063 112-063 111-265 112-134
PP 111-252 111-252 111-252 111-288
S1 111-110 111-110 111-215 111-181
S2 110-299 110-299 111-190
S3 110-026 110-157 111-165
S4 109-073 109-204 111-090
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
5 112-075 110-167 1-228 1.5% 0-271 0.8% 72% True False 682,822
10 112-075 110-107 1-288 1.7% 0-228 0.6% 75% True False 670,735
20 112-075 108-160 3-235 3.3% 0-208 0.6% 87% True False 622,045
40 112-075 108-150 3-245 3.4% 0-222 0.6% 87% True False 582,528
60 112-075 108-150 3-245 3.4% 0-203 0.6% 87% True False 394,918
80 114-110 108-150 5-280 5.3% 0-164 0.5% 56% False False 296,299
100 115-000 108-150 6-170 5.8% 0-131 0.4% 50% False False 237,040
Crabel Price Patterns
NR True
NR4 False
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 0-052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-275
2.618 114-150
1.618 113-197
1.000 113-028
0.618 112-244
HIGH 112-075
0.618 111-291
0.500 111-258
0.382 111-226
LOW 111-122
0.618 110-273
1.000 110-169
1.618 110-000
2.618 109-047
4.250 107-242
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 111-258 111-200
PP 111-252 111-161
S1 111-246 111-121

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

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