ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 111-020 110-230 -0-110 -0.3% 111-000
High 111-090 110-280 -0-130 -0.4% 111-030
Low 110-200 110-100 -0-100 -0.3% 109-120
Close 110-290 110-180 -0-110 -0.3% 109-300
Range 0-210 0-180 -0-030 -14.3% 1-230
ATR 0-195 0-195 0-000 -0.2% 0-000
Volume 820,234 831,459 11,225 1.4% 1,809,439
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-087 111-313 110-279
R3 111-227 111-133 110-230
R2 111-047 111-047 110-213
R1 110-273 110-273 110-196 110-230
PP 110-187 110-187 110-187 110-165
S1 110-093 110-093 110-164 110-050
S2 110-007 110-007 110-147
S3 109-147 109-233 110-130
S4 108-287 109-053 110-081
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
5 111-090 109-250 1-160 1.4% 0-210 0.6% 52% False False 740,361
10 111-090 109-120 1-290 1.7% 0-199 0.6% 62% False False 491,436
20 111-280 109-120 2-160 2.3% 0-197 0.6% 48% False False 286,330
40 113-200 109-120 4-080 3.8% 0-162 0.5% 28% False False 145,353
60 115-000 109-120 5-200 5.1% 0-114 0.3% 21% False False 97,047
80 115-000 109-120 5-200 5.1% 0-086 0.2% 21% False False 72,785
Crabel Price Patterns
NR True
NR4 True
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 0-036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-085
2.618 112-111
1.618 111-251
1.000 111-140
0.618 111-071
HIGH 110-280
0.618 110-211
0.500 110-190
0.382 110-169
LOW 110-100
0.618 109-309
1.000 109-240
1.618 109-129
2.618 108-269
4.250 107-295
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 110-190 110-250
PP 110-187 110-227
S1 110-183 110-203

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

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