ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 111-177 111-137 -0-040 -0.1% 110-137
High 111-220 111-170 -0-050 -0.1% 111-220
Low 111-115 111-062 -0-053 -0.1% 110-130
Close 111-122 111-097 -0-025 -0.1% 111-160
Range 0-105 0-108 0-003 2.9% 1-090
ATR 0-213 0-205 -0-007 -3.5% 0-000
Volume 613,339 438,193 -175,146 -28.6% 2,873,507
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-114 112-053 111-156
R3 112-006 111-265 111-127
R2 111-218 111-218 111-117
R1 111-157 111-157 111-107 111-134
PP 111-110 111-110 111-110 111-098
S1 111-049 111-049 111-087 111-026
S2 111-002 111-002 111-077
S3 110-214 110-261 111-067
S4 110-106 110-153 111-038
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-013 114-177 112-066
R3 113-243 113-087 111-273
R2 112-153 112-153 111-235
R1 111-317 111-317 111-198 112-075
PP 111-063 111-063 111-063 111-102
S1 110-227 110-227 111-122 110-305
S2 109-293 109-293 111-085
S3 108-203 109-137 111-047
S4 107-113 108-047 110-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-220 110-145 1-075 1.1% 0-156 0.4% 69% False False 563,281
10 111-220 109-252 1-288 1.7% 0-185 0.5% 80% False False 589,959
20 112-075 109-252 2-143 2.2% 0-223 0.6% 62% False False 637,355
40 112-075 108-150 3-245 3.4% 0-214 0.6% 75% False False 640,003
60 112-075 108-150 3-245 3.4% 0-218 0.6% 75% False False 548,495
80 113-020 108-150 4-190 4.1% 0-196 0.6% 62% False False 412,853
100 115-000 108-150 6-170 5.9% 0-162 0.5% 43% False False 330,370
120 115-000 108-150 6-170 5.9% 0-135 0.4% 43% False False 275,308
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-309
2.618 112-133
1.618 112-025
1.000 111-278
0.618 111-237
HIGH 111-170
0.618 111-129
0.500 111-116
0.382 111-103
LOW 111-062
0.618 110-315
1.000 110-274
1.618 110-207
2.618 110-099
4.250 109-243
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 111-116 111-141
PP 111-110 111-126
S1 111-103 111-112

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

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