ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 16-Jul-2008
Day Change Summary
Previous Current
15-Jul-2008 16-Jul-2008 Change Change % Previous Week
Open 111-137 111-267 0-130 0.4% 111-010
High 112-075 112-017 -0-058 -0.2% 111-302
Low 111-122 111-090 -0-032 -0.1% 110-222
Close 111-240 111-142 -0-098 -0.3% 110-290
Range 0-273 0-247 -0-026 -9.5% 1-080
ATR 0-225 0-226 0-002 0.7% 0-000
Volume 738,536 798,456 59,920 8.1% 3,074,802
Daily Pivots for day following 16-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-291 113-143 111-278
R3 113-044 112-216 111-210
R2 112-117 112-117 111-187
R1 111-289 111-289 111-165 111-240
PP 111-190 111-190 111-190 111-165
S1 111-042 111-042 111-119 110-312
S2 110-263 110-263 111-097
S3 110-016 110-115 111-074
S4 109-089 109-188 111-006
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
5 112-075 110-167 1-228 1.5% 0-271 0.8% 54% False False 725,920
10 112-075 110-107 1-288 1.7% 0-232 0.6% 58% False False 698,506
20 112-075 108-262 3-133 3.1% 0-210 0.6% 77% False False 640,468
40 112-075 108-150 3-245 3.4% 0-224 0.6% 79% False False 599,865
60 112-075 108-150 3-245 3.4% 0-207 0.6% 79% False False 408,225
80 113-240 108-150 5-090 4.7% 0-167 0.5% 56% False False 306,280
100 115-000 108-150 6-170 5.9% 0-134 0.4% 46% False False 245,024
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 0-054
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-107
2.618 114-024
1.618 113-097
1.000 112-264
0.618 112-170
HIGH 112-017
0.618 111-243
0.500 111-214
0.382 111-184
LOW 111-090
0.618 110-257
1.000 110-163
1.618 110-010
2.618 109-083
4.250 108-000
Fisher Pivots for day following 16-Jul-2008
Pivot 1 day 3 day
R1 111-214 111-135
PP 111-190 111-128
S1 111-166 111-121

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

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