ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 23-Apr-2008
Day Change Summary
Previous Current
22-Apr-2008 23-Apr-2008 Change Change % Previous Week
Open 111-150 111-140 -0-010 0.0% 113-090
High 111-150 111-220 0-070 0.2% 113-200
Low 111-130 111-120 -0-010 0.0% 111-000
Close 111-150 111-140 -0-010 0.0% 111-170
Range 0-020 0-100 0-080 400.0% 2-200
ATR 0-141 0-138 -0-003 -2.1% 0-000
Volume 32 37 5 15.6% 173
Daily Pivots for day following 23-Apr-2008
Classic Woodie Camarilla DeMark
R4 112-140 112-080 111-195
R3 112-040 111-300 111-168
R2 111-260 111-260 111-158
R1 111-200 111-200 111-149 111-190
PP 111-160 111-160 111-160 111-155
S1 111-100 111-100 111-131 111-090
S2 111-060 111-060 111-122
S3 110-280 111-000 111-112
S4 110-180 110-220 111-085
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
5 111-260 111-000 0-260 0.7% 0-086 0.2% 54% False False 16
10 113-200 111-000 2-200 2.4% 0-080 0.2% 17% False False 557
20 113-240 111-000 2-240 2.5% 0-052 0.1% 16% False False 446
40 115-000 111-000 4-000 3.6% 0-026 0.1% 11% False False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-005
2.618 112-162
1.618 112-062
1.000 112-000
0.618 111-282
HIGH 111-220
0.618 111-182
0.500 111-170
0.382 111-158
LOW 111-120
0.618 111-058
1.000 111-020
1.618 110-278
2.618 110-178
4.250 110-015
Fisher Pivots for day following 23-Apr-2008
Pivot 1 day 3 day
R1 111-170 111-170
PP 111-160 111-160
S1 111-150 111-150

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

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