ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 111-090 110-160 -0-250 -0.7% 110-300
High 111-100 111-030 -0-070 -0.2% 111-180
Low 110-110 110-110 0-000 0.0% 110-110
Close 110-160 111-030 0-190 0.5% 111-030
Range 0-310 0-240 -0-070 -22.6% 1-070
ATR 0-182 0-186 0-004 2.3% 0-000
Volume 160,106 113,029 -47,077 -29.4% 699,459
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 113-030 112-270 111-162
R3 112-110 112-030 111-096
R2 111-190 111-190 111-074
R1 111-110 111-110 111-052 111-150
PP 110-270 110-270 110-270 110-290
S1 110-190 110-190 111-008 110-230
S2 110-030 110-030 110-306
S3 109-110 109-270 110-284
S4 108-190 109-030 110-218
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 114-210 114-030 111-244
R3 113-140 112-280 111-137
R2 112-070 112-070 111-102
R1 111-210 111-210 111-066 111-300
PP 111-000 111-000 111-000 111-045
S1 110-140 110-140 110-314 110-230
S2 109-250 109-250 110-278
S3 108-180 109-070 110-243
S4 107-110 108-000 110-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-180 110-110 1-070 1.1% 0-196 0.6% 62% False True 139,891
10 111-270 110-090 1-180 1.4% 0-210 0.6% 52% False False 91,032
20 111-280 110-090 1-190 1.4% 0-184 0.5% 51% False False 50,537
40 113-240 110-090 3-150 3.1% 0-128 0.4% 23% False False 25,536
60 115-000 110-090 4-230 4.2% 0-085 0.2% 17% False False 17,025
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-090
2.618 113-018
1.618 112-098
1.000 111-270
0.618 111-178
HIGH 111-030
0.618 110-258
0.500 110-230
0.382 110-202
LOW 110-110
0.618 109-282
1.000 109-190
1.618 109-042
2.618 108-122
4.250 107-050
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 110-310 111-015
PP 110-270 111-000
S1 110-230 110-305

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

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