ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 111-190 111-150 -0-040 -0.1% 113-090
High 111-210 111-150 -0-060 -0.2% 113-200
Low 111-160 111-130 -0-030 -0.1% 111-000
Close 111-190 111-150 -0-040 -0.1% 111-170
Range 0-050 0-020 -0-030 -60.0% 2-200
ATR 0-147 0-141 -0-006 -4.2% 0-000
Volume 14 32 18 128.6% 173
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 111-203 111-197 111-161
R3 111-183 111-177 111-156
R2 111-163 111-163 111-154
R1 111-157 111-157 111-152 111-160
PP 111-143 111-143 111-143 111-145
S1 111-137 111-137 111-148 111-140
S2 111-123 111-123 111-146
S3 111-103 111-117 111-144
S4 111-083 111-097 111-139
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
5 112-070 111-000 1-070 1.1% 0-070 0.2% 38% False False 12
10 113-200 111-000 2-200 2.4% 0-070 0.2% 18% False False 557
20 113-240 111-000 2-240 2.5% 0-046 0.1% 17% False False 444
40 115-000 111-000 4-000 3.6% 0-023 0.1% 12% False False 223
Crabel Price Patterns
NR True
NR4 True
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 0-013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-235
2.618 111-202
1.618 111-182
1.000 111-170
0.618 111-162
HIGH 111-150
0.618 111-142
0.500 111-140
0.382 111-138
LOW 111-130
0.618 111-118
1.000 111-110
1.618 111-098
2.618 111-078
4.250 111-045
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 111-147 111-137
PP 111-143 111-123
S1 111-140 111-110

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

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