ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 30-Apr-2008
Day Change Summary
Previous Current
29-Apr-2008 30-Apr-2008 Change Change % Previous Week
Open 110-310 110-310 0-000 0.0% 111-190
High 111-040 111-110 0-070 0.2% 111-220
Low 110-280 110-220 -0-060 -0.2% 110-150
Close 110-290 111-080 0-110 0.3% 110-180
Range 0-080 0-210 0-130 162.5% 1-070
ATR 0-139 0-144 0-005 3.6% 0-000
Volume 2,728 14,357 11,629 426.3% 1,859
Daily Pivots for day following 30-Apr-2008
Classic Woodie Camarilla DeMark
R4 113-020 112-260 111-196
R3 112-130 112-050 111-138
R2 111-240 111-240 111-118
R1 111-160 111-160 111-099 111-200
PP 111-030 111-030 111-030 111-050
S1 110-270 110-270 111-061 110-310
S2 110-140 110-140 111-042
S3 109-250 110-060 111-022
S4 109-040 109-170 110-284
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
5 111-170 110-150 1-020 1.0% 0-152 0.4% 74% False False 5,263
10 111-260 110-150 1-110 1.2% 0-119 0.3% 58% False False 2,640
20 113-200 110-150 3-050 2.8% 0-090 0.3% 25% False False 1,654
40 115-000 110-150 4-170 4.1% 0-045 0.1% 17% False False 882
60 115-000 110-150 4-170 4.1% 0-030 0.1% 17% False False 588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-030
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-042
2.618 113-020
1.618 112-130
1.000 112-000
0.618 111-240
HIGH 111-110
0.618 111-030
0.500 111-005
0.382 110-300
LOW 110-220
0.618 110-090
1.000 110-010
1.618 109-200
2.618 108-310
4.250 107-288
Fisher Pivots for day following 30-Apr-2008
Pivot 1 day 3 day
R1 111-055 111-047
PP 111-030 111-013
S1 111-005 110-300

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

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