ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 110-277 110-285 0-008 0.0% 110-145
High 111-007 111-170 0-163 0.5% 111-027
Low 110-145 110-250 0-105 0.3% 109-252
Close 110-265 111-107 0-162 0.5% 110-137
Range 0-182 0-240 0-058 31.9% 1-095
ATR 0-226 0-227 0-001 0.4% 0-000
Volume 508,152 572,024 63,872 12.6% 3,175,848
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-149 113-048 111-239
R3 112-229 112-128 111-173
R2 111-309 111-309 111-151
R1 111-208 111-208 111-129 111-258
PP 111-069 111-069 111-069 111-094
S1 110-288 110-288 111-085 111-018
S2 110-149 110-149 111-063
S3 109-229 110-048 111-041
S4 108-309 109-128 110-295
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-104 113-215 111-045
R3 113-009 112-120 110-251
R2 111-234 111-234 110-213
R1 111-025 111-025 110-175 110-242
PP 110-139 110-139 110-139 110-087
S1 109-250 109-250 110-099 109-147
S2 109-044 109-044 110-061
S3 107-269 108-155 110-023
S4 106-174 107-060 109-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-170 110-122 1-048 1.0% 0-213 0.6% 83% True False 592,893
10 111-170 109-252 1-238 1.6% 0-224 0.6% 89% True False 609,839
20 112-075 109-252 2-143 2.2% 0-233 0.7% 63% False False 648,169
40 112-075 108-150 3-245 3.4% 0-230 0.6% 76% False False 657,735
60 112-075 108-150 3-245 3.4% 0-219 0.6% 76% False False 520,276
80 113-200 108-150 5-050 4.6% 0-195 0.5% 56% False False 391,217
100 115-000 108-150 6-170 5.9% 0-159 0.4% 44% False False 313,007
120 115-000 108-150 6-170 5.9% 0-132 0.4% 44% False False 260,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114-230
2.618 113-158
1.618 112-238
1.000 112-090
0.618 111-318
HIGH 111-170
0.618 111-078
0.500 111-050
0.382 111-022
LOW 110-250
0.618 110-102
1.000 110-010
1.618 109-182
2.618 108-262
4.250 107-190
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 111-088 111-070
PP 111-069 111-034
S1 111-050 110-318

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

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