ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 111-025 111-272 0-247 0.7% 111-177
High 111-300 111-317 0-017 0.0% 111-317
Low 111-025 111-172 0-147 0.4% 110-265
Close 111-260 111-190 -0-070 -0.2% 111-190
Range 0-275 0-145 -0-130 -47.3% 1-052
ATR 0-211 0-206 -0-005 -2.2% 0-000
Volume 496,164 717,887 221,723 44.7% 2,746,608
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-021 112-251 111-270
R3 112-196 112-106 111-230
R2 112-051 112-051 111-217
R1 111-281 111-281 111-203 111-254
PP 111-226 111-226 111-226 111-213
S1 111-136 111-136 111-177 111-108
S2 111-081 111-081 111-163
S3 110-256 110-311 111-150
S4 110-111 110-166 111-110
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-307 114-140 112-075
R3 113-255 113-088 111-292
R2 112-203 112-203 111-258
R1 112-036 112-036 111-224 112-120
PP 111-151 111-151 111-151 111-192
S1 110-304 110-304 111-156 111-068
S2 110-099 110-099 111-122
S3 109-047 109-252 111-088
S4 107-315 108-200 110-305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-317 110-265 1-052 1.0% 0-168 0.5% 66% True False 549,321
10 111-317 110-130 1-187 1.4% 0-182 0.5% 75% True False 562,011
20 112-075 109-252 2-143 2.2% 0-219 0.6% 74% False False 632,433
40 112-075 108-150 3-245 3.4% 0-207 0.6% 83% False False 621,315
60 112-075 108-150 3-245 3.4% 0-216 0.6% 83% False False 575,663
80 112-075 108-150 3-245 3.4% 0-203 0.6% 83% False False 434,040
100 115-000 108-150 6-170 5.9% 0-168 0.5% 48% False False 347,320
120 115-000 108-150 6-170 5.9% 0-140 0.4% 48% False False 289,434
Crabel Price Patterns
NR True
NR4 False
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 0-037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-293
2.618 113-057
1.618 112-232
1.000 112-142
0.618 112-087
HIGH 111-317
0.618 111-262
0.500 111-244
0.382 111-227
LOW 111-172
0.618 111-082
1.000 111-027
1.618 110-257
2.618 110-112
4.250 109-196
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 111-244 111-170
PP 111-226 111-151
S1 111-208 111-131

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

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