ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 110-235 111-010 0-095 0.3% 110-175
High 111-025 111-175 0-150 0.4% 111-025
Low 110-200 110-222 0-022 0.1% 110-095
Close 110-287 111-042 0-075 0.2% 110-287
Range 0-145 0-273 0-128 88.3% 0-250
ATR 0-202 0-207 0-005 2.5% 0-000
Volume 671,210 618,020 -53,190 -7.9% 2,610,672
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-219 113-083 111-192
R3 112-266 112-130 111-117
R2 111-313 111-313 111-092
R1 111-177 111-177 111-067 111-245
PP 111-040 111-040 111-040 111-074
S1 110-224 110-224 111-017 110-292
S2 110-087 110-087 110-312
S3 109-134 109-271 110-287
S4 108-181 108-318 110-212
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-032 112-250 111-104
R3 112-102 112-000 111-036
R2 111-172 111-172 111-013
R1 111-070 111-070 110-310 111-121
PP 110-242 110-242 110-242 110-268
S1 110-140 110-140 110-264 110-191
S2 109-312 109-312 110-241
S3 109-062 109-210 110-218
S4 108-132 108-280 110-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-175 110-095 1-080 1.1% 0-188 0.5% 67% True False 645,738
10 111-175 109-020 2-155 2.2% 0-188 0.5% 83% True False 603,864
20 111-175 108-150 3-025 2.8% 0-220 0.6% 86% True False 649,544
40 111-270 108-150 3-120 3.0% 0-215 0.6% 79% False False 487,886
60 113-200 108-150 5-050 4.6% 0-187 0.5% 52% False False 326,965
80 115-000 108-150 6-170 5.9% 0-145 0.4% 41% False False 245,332
100 115-000 108-150 6-170 5.9% 0-116 0.3% 41% False False 196,266
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 0-050
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 115-055
2.618 113-250
1.618 112-297
1.000 112-128
0.618 112-024
HIGH 111-175
0.618 111-071
0.500 111-038
0.382 111-006
LOW 110-222
0.618 110-053
1.000 109-269
1.618 109-100
2.618 108-147
4.250 107-022
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 111-041 111-022
PP 111-040 111-001
S1 111-038 110-301

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

View Archives - Comment on this page... - Back to Index of Symbols