ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 111-070 111-025 -0-045 -0.1% 110-137
High 111-152 111-300 0-148 0.4% 111-220
Low 110-265 111-025 0-080 0.2% 110-130
Close 111-037 111-260 0-223 0.6% 111-160
Range 0-207 0-275 0-068 32.9% 1-090
ATR 0-206 0-211 0-005 2.4% 0-000
Volume 481,025 496,164 15,139 3.1% 2,873,507
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-060 113-275 112-091
R3 113-105 113-000 112-016
R2 112-150 112-150 111-310
R1 112-045 112-045 111-285 112-098
PP 111-195 111-195 111-195 111-221
S1 111-090 111-090 111-235 111-142
S2 110-240 110-240 111-210
S3 109-285 110-135 111-184
S4 109-010 109-180 111-109
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
5 111-300 110-265 1-035 1.0% 0-168 0.5% 89% True False 542,683
10 111-300 110-122 1-178 1.4% 0-190 0.5% 92% True False 567,788
20 112-075 109-252 2-143 2.2% 0-229 0.6% 83% False False 629,470
40 112-075 108-150 3-245 3.4% 0-212 0.6% 89% False False 621,287
60 112-075 108-150 3-245 3.4% 0-217 0.6% 89% False False 564,275
80 112-075 108-150 3-245 3.4% 0-201 0.6% 89% False False 425,066
100 115-000 108-150 6-170 5.8% 0-167 0.5% 51% False False 340,141
120 115-000 108-150 6-170 5.8% 0-139 0.4% 51% False False 283,451
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 0-040
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 115-189
2.618 114-060
1.618 113-105
1.000 112-255
0.618 112-150
HIGH 111-300
0.618 111-195
0.500 111-162
0.382 111-130
LOW 111-025
0.618 110-175
1.000 110-070
1.618 109-220
2.618 108-265
4.250 107-136
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 111-228 111-214
PP 111-195 111-168
S1 111-162 111-122

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

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