ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 111-137 111-070 -0-067 -0.2% 110-137
High 111-170 111-152 -0-018 -0.1% 111-220
Low 111-062 110-265 -0-117 -0.3% 110-130
Close 111-097 111-037 -0-060 -0.2% 111-160
Range 0-108 0-207 0-099 91.7% 1-090
ATR 0-205 0-206 0-000 0.1% 0-000
Volume 438,193 481,025 42,832 9.8% 2,873,507
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-026 112-238 111-151
R3 112-139 112-031 111-094
R2 111-252 111-252 111-075
R1 111-144 111-144 111-056 111-094
PP 111-045 111-045 111-045 111-020
S1 110-257 110-257 111-018 110-208
S2 110-158 110-158 110-319
S3 109-271 110-050 110-300
S4 109-064 109-163 110-243
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-013 114-177 112-066
R3 113-243 113-087 111-273
R2 112-153 112-153 111-235
R1 111-317 111-317 111-198 112-075
PP 111-063 111-063 111-063 111-102
S1 110-227 110-227 111-122 110-305
S2 109-293 109-293 111-085
S3 108-203 109-137 111-047
S4 107-113 108-047 110-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-220 110-250 0-290 0.8% 0-161 0.5% 37% False False 557,855
10 111-220 109-317 1-223 1.5% 0-193 0.5% 66% False False 581,996
20 112-075 109-252 2-143 2.2% 0-221 0.6% 54% False False 632,258
40 112-075 108-150 3-245 3.4% 0-213 0.6% 70% False False 627,782
60 112-075 108-150 3-245 3.4% 0-217 0.6% 70% False False 556,253
80 112-075 108-150 3-245 3.4% 0-198 0.6% 70% False False 418,864
100 115-000 108-150 6-170 5.9% 0-164 0.5% 41% False False 335,180
120 115-000 108-150 6-170 5.9% 0-137 0.4% 41% False False 279,317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-043
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-072
2.618 113-054
1.618 112-167
1.000 112-039
0.618 111-280
HIGH 111-152
0.618 111-073
0.500 111-048
0.382 111-024
LOW 110-265
0.618 110-137
1.000 110-058
1.618 109-250
2.618 109-043
4.250 108-025
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 111-048 111-082
PP 111-045 111-067
S1 111-041 111-052

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

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