ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 111-215 111-125 -0-090 -0.3% 111-177
High 111-267 111-307 0-040 0.1% 111-317
Low 111-047 111-120 0-073 0.2% 110-265
Close 111-120 111-282 0-162 0.5% 111-190
Range 0-220 0-187 -0-033 -15.0% 1-052
ATR 0-207 0-205 -0-001 -0.7% 0-000
Volume 574,962 388,733 -186,229 -32.4% 2,746,608
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-157 113-087 112-065
R3 112-290 112-220 112-013
R2 112-103 112-103 111-316
R1 112-033 112-033 111-299 112-068
PP 111-236 111-236 111-236 111-254
S1 111-166 111-166 111-265 111-201
S2 111-049 111-049 111-248
S3 110-182 110-299 111-231
S4 109-315 110-112 111-179
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% 0-207 0.6% 91% False False 531,754
10 111-317 110-145 1-172 1.4% 0-181 0.5% 93% False False 547,517
20 112-017 109-252 2-085 2.0% 0-207 0.6% 92% False False 599,588
40 112-075 108-160 3-235 3.3% 0-207 0.6% 91% False False 610,817
60 112-075 108-150 3-245 3.4% 0-217 0.6% 91% False False 588,215
80 112-075 108-150 3-245 3.4% 0-204 0.6% 91% False False 446,086
100 114-110 108-150 5-280 5.3% 0-173 0.5% 58% False False 356,957
120 115-000 108-150 6-170 5.8% 0-144 0.4% 52% False False 297,465
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 True
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-142
2.618 113-157
1.618 112-290
1.000 112-174
0.618 112-103
HIGH 111-307
0.618 111-236
0.500 111-214
0.382 111-191
LOW 111-120
0.618 111-004
1.000 110-253
1.618 110-137
2.618 109-270
4.250 108-285
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 111-259 111-249
PP 111-236 111-215
S1 111-214 111-182

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

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