ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 111-017 110-145 -0-192 -0.5% 110-255
High 111-055 110-230 -0-145 -0.4% 112-075
Low 110-092 110-040 -0-052 -0.1% 110-092
Close 110-155 110-162 0-007 0.0% 110-155
Range 0-283 0-190 -0-093 -32.9% 1-303
ATR 0-233 0-230 -0-003 -1.3% 0-000
Volume 733,736 699,988 -33,748 -4.6% 3,852,712
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-074 111-308 110-266
R3 111-204 111-118 110-214
R2 111-014 111-014 110-197
R1 110-248 110-248 110-179 110-291
PP 110-144 110-144 110-144 110-166
S1 110-058 110-058 110-145 110-101
S2 109-274 109-274 110-127
S3 109-084 109-188 110-110
S4 108-214 108-318 110-058
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-270 115-195 111-178
R3 114-287 113-212 111-006
R2 112-304 112-304 110-269
R1 111-229 111-229 110-212 111-115
PP 111-001 111-001 111-001 110-264
S1 109-246 109-246 110-098 109-132
S2 109-018 109-018 110-041
S3 107-035 107-263 109-304
S4 105-052 105-280 109-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-075 110-040 2-035 1.9% 0-252 0.7% 18% False True 734,129
10 112-075 110-040 2-035 1.9% 0-248 0.7% 18% False True 700,948
20 112-075 109-020 3-055 2.9% 0-218 0.6% 46% False False 652,406
40 112-075 108-150 3-245 3.4% 0-225 0.6% 54% False False 640,365
60 112-075 108-150 3-245 3.4% 0-211 0.6% 54% False False 443,756
80 113-240 108-150 5-090 4.8% 0-176 0.5% 39% False False 332,951
100 115-000 108-150 6-170 5.9% 0-141 0.4% 31% False False 266,361
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-050
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 113-078
2.618 112-087
1.618 111-217
1.000 111-100
0.618 111-027
HIGH 110-230
0.618 110-157
0.500 110-135
0.382 110-113
LOW 110-040
0.618 109-243
1.000 109-170
1.618 109-053
2.618 108-183
4.250 107-192
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 110-153 110-258
PP 110-144 110-226
S1 110-135 110-194

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

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