ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 17-Jul-2008
Day Change Summary
Previous Current
16-Jul-2008 17-Jul-2008 Change Change % Previous Week
Open 110-280 110-060 -0-220 -0.6% 110-180
High 111-160 110-060 -1-100 -1.2% 111-130
Low 110-230 110-030 -0-200 -0.6% 110-070
Close 110-280 110-060 -0-220 -0.6% 110-110
Range 0-250 0-030 -0-220 -88.0% 1-060
ATR 0-000 0-176 0-176 0-000
Volume 3 1,025 1,022 34,066.7% 5,679
Daily Pivots for day following 17-Jul-2008
Classic Woodie Camarilla DeMark
R4 110-140 110-130 110-076
R3 110-110 110-100 110-068
R2 110-080 110-080 110-066
R1 110-070 110-070 110-063 110-075
PP 110-050 110-050 110-050 110-052
S1 110-040 110-040 110-057 110-045
S2 110-020 110-020 110-054
S3 109-310 110-010 110-052
S4 109-280 109-300 110-044
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-070 113-150 110-319
R3 113-010 112-090 110-214
R2 111-270 111-270 110-180
R1 111-030 111-030 110-145 110-280
PP 110-210 110-210 110-210 110-175
S1 109-290 109-290 110-075 109-220
S2 109-150 109-150 110-040
S3 108-090 108-230 110-006
S4 107-030 107-170 109-221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-210 110-010 1-200 1.5% 0-218 0.6% 10% False False 401
10 111-210 110-010 1-200 1.5% 0-170 0.5% 10% False False 1,218
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 0-037
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 110-188
2.618 110-139
1.618 110-109
1.000 110-090
0.618 110-079
HIGH 110-060
0.618 110-049
0.500 110-045
0.382 110-041
LOW 110-030
0.618 110-011
1.000 110-000
1.618 109-301
2.618 109-271
4.250 109-222
Fisher Pivots for day following 17-Jul-2008
Pivot 1 day 3 day
R1 110-055 110-280
PP 110-050 110-207
S1 110-045 110-133

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

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