ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 110-060 110-027 -0-033 -0.1% 110-255
High 110-062 110-295 0-233 0.7% 112-075
Low 109-252 109-317 0-065 0.2% 110-092
Close 109-295 110-252 0-277 0.8% 110-155
Range 0-130 0-298 0-168 129.2% 1-303
ATR 0-227 0-234 0-007 2.9% 0-000
Volume 560,656 638,240 77,584 13.8% 3,852,712
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-115 113-002 111-096
R3 112-137 112-024 111-014
R2 111-159 111-159 110-307
R1 111-046 111-046 110-279 111-102
PP 110-181 110-181 110-181 110-210
S1 110-068 110-068 110-225 110-124
S2 109-203 109-203 110-197
S3 108-225 109-090 110-170
S4 107-247 108-112 110-088
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
5 111-055 109-252 1-123 1.2% 0-234 0.7% 72% False False 626,785
10 112-075 109-252 2-143 2.2% 0-268 0.8% 41% False False 691,153
20 112-075 109-187 2-208 2.4% 0-226 0.6% 45% False False 658,429
40 112-075 108-150 3-245 3.4% 0-231 0.7% 62% False False 668,364
60 112-075 108-150 3-245 3.4% 0-217 0.6% 62% False False 471,683
80 113-200 108-150 5-050 4.7% 0-185 0.5% 45% False False 354,176
100 115-000 108-150 6-170 5.9% 0-148 0.4% 36% False False 283,363
120 115-000 108-150 6-170 5.9% 0-123 0.3% 36% False False 236,136
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 0-046
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 114-282
2.618 113-115
1.618 112-137
1.000 111-273
0.618 111-159
HIGH 110-295
0.618 110-181
0.500 110-146
0.382 110-111
LOW 109-317
0.618 109-133
1.000 109-019
1.618 108-155
2.618 107-177
4.250 106-010
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 110-217 110-206
PP 110-181 110-160
S1 110-146 110-114

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

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