ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 110-180 111-020 0-160 0.5% 111-000
High 111-040 111-090 0-050 0.1% 111-030
Low 110-090 110-200 0-110 0.3% 109-120
Close 111-010 110-290 -0-040 -0.1% 109-300
Range 0-270 0-210 -0-060 -22.2% 1-230
ATR 0-194 0-195 0-001 0.6% 0-000
Volume 759,428 820,234 60,806 8.0% 1,809,439
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-290 112-180 111-086
R3 112-080 111-290 111-028
R2 111-190 111-190 111-008
R1 111-080 111-080 110-309 111-030
PP 110-300 110-300 110-300 110-275
S1 110-190 110-190 110-271 110-140
S2 110-090 110-090 110-252
S3 109-200 109-300 110-232
S4 108-310 109-090 110-174
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 115-093 114-107 110-282
R3 113-183 112-197 110-131
R2 111-273 111-273 110-081
R1 110-287 110-287 110-030 110-165
PP 110-043 110-043 110-043 109-302
S1 109-057 109-057 109-250 108-255
S2 108-133 108-133 109-199
S3 106-223 107-147 109-149
S4 104-313 105-237 108-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-090 109-120 1-290 1.7% 0-224 0.6% 80% True False 677,928
10 111-100 109-120 1-300 1.7% 0-212 0.6% 79% False False 424,301
20 111-280 109-120 2-160 2.3% 0-198 0.6% 61% False False 245,357
40 113-200 109-120 4-080 3.8% 0-161 0.5% 36% False False 124,699
60 115-000 109-120 5-200 5.1% 0-111 0.3% 27% False False 83,189
80 115-000 109-120 5-200 5.1% 0-084 0.2% 27% False False 62,392
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 3 trading days
Fibonacci Retracements and Extensions
4.250 114-022
2.618 113-000
1.618 112-110
1.000 111-300
0.618 111-220
HIGH 111-090
0.618 111-010
0.500 110-305
0.382 110-280
LOW 110-200
0.618 110-070
1.000 109-310
1.618 109-180
2.618 108-290
4.250 107-268
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 110-305 110-253
PP 110-300 110-217
S1 110-295 110-180

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

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