ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 08-May-2008
Day Change Summary
Previous Current
07-May-2008 08-May-2008 Change Change % Previous Week
Open 110-210 111-070 0-180 0.5% 110-190
High 111-040 111-210 0-170 0.5% 111-190
Low 110-180 111-010 0-150 0.4% 110-140
Close 111-000 111-150 0-150 0.4% 110-230
Range 0-180 0-200 0-020 11.1% 1-050
ATR 0-157 0-161 0-004 2.4% 0-000
Volume 12,183 12,008 -175 -1.4% 37,739
Daily Pivots for day following 08-May-2008
Classic Woodie Camarilla DeMark
R4 113-083 112-317 111-260
R3 112-203 112-117 111-205
R2 112-003 112-003 111-187
R1 111-237 111-237 111-168 111-280
PP 111-123 111-123 111-123 111-145
S1 111-037 111-037 111-132 111-080
S2 110-243 110-243 111-113
S3 110-043 110-157 111-095
S4 109-163 109-277 111-040
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 114-123 113-227 111-114
R3 113-073 112-177 111-012
R2 112-023 112-023 110-298
R1 111-127 111-127 110-264 111-235
PP 110-293 110-293 110-293 111-028
S1 110-077 110-077 110-196 110-185
S2 109-243 109-243 110-162
S3 108-193 109-027 110-128
S4 107-143 107-297 110-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-210 110-140 1-070 1.1% 0-190 0.5% 85% True False 10,152
10 111-210 110-140 1-070 1.1% 0-161 0.5% 85% True False 8,658
20 113-200 110-140 3-060 2.9% 0-128 0.4% 32% False False 4,376
40 115-000 110-140 4-180 4.1% 0-073 0.2% 23% False False 2,405
60 115-000 110-140 4-180 4.1% 0-049 0.1% 23% False False 1,604
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-043
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-100
2.618 113-094
1.618 112-214
1.000 112-090
0.618 112-014
HIGH 111-210
0.618 111-134
0.500 111-110
0.382 111-086
LOW 111-010
0.618 110-206
1.000 110-130
1.618 110-006
2.618 109-126
4.250 108-120
Fisher Pivots for day following 08-May-2008
Pivot 1 day 3 day
R1 111-137 111-112
PP 111-123 111-073
S1 111-110 111-035

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

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