ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 111-242 110-255 -0-307 -0.9% 111-010
High 111-272 111-217 -0-055 -0.2% 111-302
Low 110-242 110-167 -0-075 -0.2% 110-222
Close 110-290 111-120 0-150 0.4% 110-290
Range 1-030 1-050 0-020 5.7% 1-080
ATR 0-209 0-221 0-011 5.5% 0-000
Volume 658,629 882,055 223,426 33.9% 3,074,802
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-211 114-056 112-004
R3 113-161 113-006 111-222
R2 112-111 112-111 111-188
R1 111-276 111-276 111-154 112-034
PP 111-061 111-061 111-061 111-100
S1 110-226 110-226 111-086 110-304
S2 110-011 110-011 111-052
S3 108-281 109-176 111-018
S4 107-231 108-126 110-236
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-298 114-054 111-190
R3 113-218 112-294 111-080
R2 112-138 112-138 111-043
R1 111-214 111-214 111-007 111-136
PP 111-058 111-058 111-058 111-019
S1 110-134 110-134 110-253 110-056
S2 109-298 109-298 110-217
S3 108-218 109-054 110-180
S4 107-138 107-294 110-070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-302 110-167 1-135 1.3% 0-243 0.7% 60% False True 667,767
10 111-302 110-095 1-207 1.5% 0-216 0.6% 65% False False 656,752
20 111-302 108-157 3-145 3.1% 0-200 0.6% 84% False False 619,912
40 111-302 108-150 3-152 3.1% 0-218 0.6% 84% False False 566,085
60 111-302 108-150 3-152 3.1% 0-200 0.6% 84% False False 382,609
80 114-110 108-150 5-280 5.3% 0-160 0.5% 49% False False 287,068
100 115-000 108-150 6-170 5.9% 0-128 0.4% 44% False False 229,654
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 0-058
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 116-190
2.618 114-226
1.618 113-176
1.000 112-267
0.618 112-126
HIGH 111-217
0.618 111-076
0.500 111-032
0.382 110-308
LOW 110-167
0.618 109-258
1.000 109-117
1.618 108-208
2.618 107-158
4.250 105-194
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 111-091 111-105
PP 111-061 111-090
S1 111-032 111-074

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

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