ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 111-272 111-215 -0-057 -0.2% 111-177
High 111-317 111-267 -0-050 -0.1% 111-317
Low 111-172 111-047 -0-125 -0.4% 110-265
Close 111-190 111-120 -0-070 -0.2% 111-190
Range 0-145 0-220 0-075 51.7% 1-052
ATR 0-206 0-207 0-001 0.5% 0-000
Volume 717,887 574,962 -142,925 -19.9% 2,746,608
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-165 113-042 111-241
R3 112-265 112-142 111-180
R2 112-045 112-045 111-160
R1 111-242 111-242 111-140 111-194
PP 111-145 111-145 111-145 111-120
S1 111-022 111-022 111-100 110-294
S2 110-245 110-245 111-080
S3 110-025 110-122 111-060
S4 109-125 109-222 110-319
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% 0-191 0.5% 47% False False 541,646
10 111-317 110-145 1-172 1.4% 0-181 0.5% 60% False False 549,244
20 112-075 109-252 2-143 2.2% 0-211 0.6% 65% False False 617,079
40 112-075 108-157 3-238 3.4% 0-206 0.6% 77% False False 618,495
60 112-075 108-150 3-245 3.4% 0-216 0.6% 77% False False 583,083
80 112-075 108-150 3-245 3.4% 0-203 0.6% 77% False False 441,227
100 114-110 108-150 5-280 5.3% 0-171 0.5% 49% False False 353,070
120 115-000 108-150 6-170 5.9% 0-142 0.4% 44% False False 294,225
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 False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-242
2.618 113-203
1.618 112-303
1.000 112-167
0.618 112-083
HIGH 111-267
0.618 111-183
0.500 111-157
0.382 111-131
LOW 111-047
0.618 110-231
1.000 110-147
1.618 110-011
2.618 109-111
4.250 108-072
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 111-157 111-171
PP 111-145 111-154
S1 111-132 111-137

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

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