ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 13-May-2008
Day Change Summary
Previous Current
12-May-2008 13-May-2008 Change Change % Previous Week
Open 111-170 111-150 -0-020 -0.1% 110-260
High 111-270 111-200 -0-070 -0.2% 111-280
Low 111-150 110-220 -0-250 -0.7% 110-180
Close 111-200 110-230 -0-290 -0.8% 111-220
Range 0-120 0-300 0-180 150.0% 1-100
ATR 0-156 0-166 0-010 6.6% 0-000
Volume 16,091 15,570 -521 -3.2% 62,693
Daily Pivots for day following 13-May-2008
Classic Woodie Camarilla DeMark
R4 113-263 113-067 111-075
R3 112-283 112-087 110-312
R2 111-303 111-303 110-285
R1 111-107 111-107 110-258 111-055
PP 111-003 111-003 111-003 110-298
S1 110-127 110-127 110-202 110-075
S2 110-023 110-023 110-175
S3 109-043 109-147 110-148
S4 108-063 108-167 110-065
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% 0-178 0.5% 12% False False 14,159
10 111-280 110-140 1-140 1.3% 0-185 0.5% 20% False False 12,190
20 112-070 110-140 1-250 1.6% 0-142 0.4% 16% False False 6,698
40 115-000 110-140 4-180 4.1% 0-086 0.2% 6% False False 3,570
60 115-000 110-140 4-180 4.1% 0-057 0.2% 6% False False 2,380
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 115-195
2.618 114-025
1.618 113-045
1.000 112-180
0.618 112-065
HIGH 111-200
0.618 111-085
0.500 111-050
0.382 111-015
LOW 110-220
0.618 110-035
1.000 109-240
1.618 109-055
2.618 108-075
4.250 106-225
Fisher Pivots for day following 13-May-2008
Pivot 1 day 3 day
R1 111-050 111-090
PP 111-003 111-030
S1 110-277 110-290

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

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