ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 111-260 111-170 -0-090 -0.3% 110-260
High 111-280 111-270 -0-010 0.0% 111-280
Low 111-190 111-150 -0-040 -0.1% 110-180
Close 111-220 111-200 -0-020 -0.1% 111-220
Range 0-090 0-120 0-030 33.3% 1-100
ATR 0-158 0-156 -0-003 -1.7% 0-000
Volume 14,946 16,091 1,145 7.7% 62,693
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 112-247 112-183 111-266
R3 112-127 112-063 111-233
R2 112-007 112-007 111-222
R1 111-263 111-263 111-211 111-295
PP 111-207 111-207 111-207 111-222
S1 111-143 111-143 111-189 111-175
S2 111-087 111-087 111-178
S3 110-287 111-023 111-167
S4 110-167 110-223 111-134
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% 0-152 0.4% 81% False False 13,382
10 111-280 110-140 1-140 1.3% 0-163 0.5% 83% False False 10,906
20 113-020 110-140 2-200 2.4% 0-131 0.4% 45% False False 5,927
40 115-000 110-140 4-180 4.1% 0-078 0.2% 26% False False 3,181
60 115-000 110-140 4-180 4.1% 0-052 0.1% 26% False False 2,121
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-140
2.618 112-264
1.618 112-144
1.000 112-070
0.618 112-024
HIGH 111-270
0.618 111-224
0.500 111-210
0.382 111-196
LOW 111-150
0.618 111-076
1.000 111-030
1.618 110-276
2.618 110-156
4.250 109-280
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 111-210 111-182
PP 111-207 111-163
S1 111-203 111-145

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

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