ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 28-Apr-2008
Day Change Summary
Previous Current
25-Apr-2008 28-Apr-2008 Change Change % Previous Week
Open 110-180 110-190 0-010 0.0% 111-190
High 110-260 110-250 -0-010 0.0% 111-220
Low 110-150 110-170 0-020 0.1% 110-150
Close 110-180 110-240 0-060 0.2% 110-180
Range 0-110 0-080 -0-030 -27.3% 1-070
ATR 0-146 0-141 -0-005 -3.2% 0-000
Volume 1,101 7,456 6,355 577.2% 1,859
Daily Pivots for day following 28-Apr-2008
Classic Woodie Camarilla DeMark
R4 111-140 111-110 110-284
R3 111-060 111-030 110-262
R2 110-300 110-300 110-255
R1 110-270 110-270 110-247 110-285
PP 110-220 110-220 110-220 110-228
S1 110-190 110-190 110-233 110-205
S2 110-140 110-140 110-225
S3 110-060 110-110 110-218
S4 109-300 110-030 110-196
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 114-180 113-250 111-074
R3 113-110 112-180 110-287
R2 112-040 112-040 110-252
R1 111-110 111-110 110-216 111-040
PP 110-290 110-290 110-290 110-255
S1 110-040 110-040 110-144 109-290
S2 109-220 109-220 110-108
S3 108-150 108-290 110-073
S4 107-080 107-220 109-286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-220 110-150 1-070 1.1% 0-118 0.3% 23% False False 1,860
10 113-020 110-150 2-190 2.3% 0-099 0.3% 11% False False 948
20 113-240 110-150 3-090 3.0% 0-075 0.2% 9% False False 908
40 115-000 110-150 4-170 4.1% 0-038 0.1% 6% False False 455
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111-270
2.618 111-139
1.618 111-059
1.000 111-010
0.618 110-299
HIGH 110-250
0.618 110-219
0.500 110-210
0.382 110-201
LOW 110-170
0.618 110-121
1.000 110-090
1.618 110-041
2.618 109-281
4.250 109-150
Fisher Pivots for day following 28-Apr-2008
Pivot 1 day 3 day
R1 110-230 111-000
PP 110-220 110-293
S1 110-210 110-267

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

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