ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 110-050 109-110 -0-260 -0.7% 109-280
High 110-050 110-030 -0-020 -0.1% 111-090
Low 109-110 109-070 -0-040 -0.1% 109-270
Close 109-140 109-250 0-110 0.3% 111-030
Range 0-260 0-280 0-020 7.7% 1-140
ATR 0-226 0-230 0-004 1.7% 0-000
Volume 969,862 755,985 -213,877 -22.1% 3,804,810
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-103 111-297 110-084
R3 111-143 111-017 110-007
R2 110-183 110-183 109-301
R1 110-057 110-057 109-276 110-120
PP 109-223 109-223 109-223 109-255
S1 109-097 109-097 109-224 109-160
S2 108-263 108-263 109-199
S3 107-303 108-137 109-173
S4 107-023 107-177 109-096
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-017 114-163 111-283
R3 113-197 113-023 111-156
R2 112-057 112-057 111-114
R1 111-203 111-203 111-072 111-290
PP 110-237 110-237 110-237 110-280
S1 110-063 110-063 110-308 110-150
S2 109-097 109-097 110-266
S3 107-277 108-243 110-224
S4 106-137 107-103 110-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-100 109-070 2-030 1.9% 0-304 0.9% 27% False True 834,267
10 111-100 109-070 2-030 1.9% 0-264 0.8% 27% False True 756,097
20 111-180 109-070 2-110 2.1% 0-227 0.6% 24% False True 450,252
40 111-280 109-070 2-210 2.4% 0-190 0.5% 21% False True 228,845
60 115-000 109-070 5-250 5.3% 0-137 0.4% 10% False True 152,711
80 115-000 109-070 5-250 5.3% 0-102 0.3% 10% False True 114,534
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 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-260
2.618 112-123
1.618 111-163
1.000 110-310
0.618 110-203
HIGH 110-030
0.618 109-243
0.500 109-210
0.382 109-177
LOW 109-070
0.618 108-217
1.000 108-110
1.618 107-257
2.618 106-297
4.250 105-160
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 109-237 110-085
PP 109-223 110-033
S1 109-210 109-302

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

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