ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 09-May-2008
Day Change Summary
Previous Current
08-May-2008 09-May-2008 Change Change % Previous Week
Open 111-070 111-260 0-190 0.5% 110-260
High 111-210 111-280 0-070 0.2% 111-280
Low 111-010 111-190 0-180 0.5% 110-180
Close 111-150 111-220 0-070 0.2% 111-220
Range 0-200 0-090 -0-110 -55.0% 1-100
ATR 0-161 0-158 -0-002 -1.4% 0-000
Volume 12,008 14,946 2,938 24.5% 62,693
Daily Pivots for day following 09-May-2008
Classic Woodie Camarilla DeMark
R4 112-180 112-130 111-270
R3 112-090 112-040 111-245
R2 112-000 112-000 111-236
R1 111-270 111-270 111-228 111-250
PP 111-230 111-230 111-230 111-220
S1 111-180 111-180 111-212 111-160
S2 111-140 111-140 111-204
S3 111-050 111-090 111-195
S4 110-280 111-000 111-170
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 115-100 114-260 112-131
R3 114-000 113-160 112-016
R2 112-220 112-220 111-297
R1 112-060 112-060 111-258 112-140
PP 111-120 111-120 111-120 111-160
S1 110-280 110-280 111-182 111-040
S2 110-020 110-020 111-143
S3 108-240 109-180 111-104
S4 107-140 108-080 110-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-280 110-180 1-100 1.2% 0-150 0.4% 86% True False 12,538
10 111-280 110-140 1-140 1.3% 0-159 0.4% 87% True False 10,043
20 113-200 110-140 3-060 2.9% 0-131 0.4% 39% False False 5,123
40 115-000 110-140 4-180 4.1% 0-075 0.2% 27% False False 2,778
60 115-000 110-140 4-180 4.1% 0-050 0.1% 27% False False 1,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-042
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 113-022
2.618 112-196
1.618 112-106
1.000 112-050
0.618 112-016
HIGH 111-280
0.618 111-246
0.500 111-235
0.382 111-224
LOW 111-190
0.618 111-134
1.000 111-100
1.618 111-044
2.618 110-274
4.250 110-128
Fisher Pivots for day following 09-May-2008
Pivot 1 day 3 day
R1 111-235 111-170
PP 111-230 111-120
S1 111-225 111-070

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

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