ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 18-Apr-2008
Day Change Summary
Previous Current
17-Apr-2008 18-Apr-2008 Change Change % Previous Week
Open 111-260 111-070 -0-190 -0.5% 113-090
High 111-260 111-220 -0-040 -0.1% 113-200
Low 111-220 111-000 -0-220 -0.6% 111-000
Close 111-260 111-170 -0-090 -0.3% 111-170
Range 0-040 0-220 0-180 450.0% 2-200
ATR 0-147 0-155 0-008 5.5% 0-000
Volume 0 1 1 173
Daily Pivots for day following 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 113-150 113-060 111-291
R3 112-250 112-160 111-230
R2 112-030 112-030 111-210
R1 111-260 111-260 111-190 111-305
PP 111-130 111-130 111-130 111-152
S1 111-040 111-040 111-150 111-085
S2 110-230 110-230 111-130
S3 110-010 110-140 111-110
S4 109-110 109-240 111-049
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-297 118-113 112-312
R3 117-097 115-233 112-081
R2 114-217 114-217 112-004
R1 113-033 113-033 111-247 112-185
PP 112-017 112-017 112-017 111-252
S1 110-153 110-153 111-093 109-305
S2 109-137 109-137 111-016
S3 106-257 107-273 110-259
S4 104-057 105-073 110-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-200 111-000 2-200 2.4% 0-094 0.3% 20% False True 34
10 113-200 111-000 2-200 2.4% 0-076 0.2% 20% False True 552
20 114-110 111-000 3-110 3.0% 0-043 0.1% 16% False True 442
40 115-000 111-000 4-000 3.6% 0-022 0.1% 13% False True 222
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 0-011
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 114-195
2.618 113-156
1.618 112-256
1.000 112-120
0.618 112-036
HIGH 111-220
0.618 111-136
0.500 111-110
0.382 111-084
LOW 111-000
0.618 110-184
1.000 110-100
1.618 109-284
2.618 109-064
4.250 108-025
Fisher Pivots for day following 18-Apr-2008
Pivot 1 day 3 day
R1 111-150 111-195
PP 111-130 111-187
S1 111-110 111-178

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

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