ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 111-125 111-302 0-177 0.5% 111-177
High 111-307 112-027 0-040 0.1% 111-317
Low 111-120 111-177 0-057 0.2% 110-265
Close 111-282 111-215 -0-067 -0.2% 111-190
Range 0-187 0-170 -0-017 -9.1% 1-052
ATR 0-205 0-203 -0-003 -1.2% 0-000
Volume 388,733 475,964 87,231 22.4% 2,746,608
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-116 113-016 111-308
R3 112-266 112-166 111-262
R2 112-096 112-096 111-246
R1 111-316 111-316 111-231 111-281
PP 111-246 111-246 111-246 111-229
S1 111-146 111-146 111-199 111-111
S2 111-076 111-076 111-184
S3 110-226 110-296 111-168
S4 110-056 110-126 111-122
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
5 112-027 111-025 1-002 0.9% 0-199 0.6% 59% True False 530,742
10 112-027 110-250 1-097 1.2% 0-180 0.5% 68% True False 544,298
20 112-027 109-252 2-095 2.1% 0-203 0.6% 82% True False 583,464
40 112-075 108-262 3-133 3.1% 0-207 0.6% 84% False False 611,966
60 112-075 108-150 3-245 3.4% 0-217 0.6% 85% False False 594,398
80 112-075 108-150 3-245 3.4% 0-206 0.6% 85% False False 452,035
100 113-240 108-150 5-090 4.7% 0-174 0.5% 61% False False 361,717
120 115-000 108-150 6-170 5.8% 0-145 0.4% 49% False False 301,431
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 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-110
2.618 113-152
1.618 112-302
1.000 112-197
0.618 112-132
HIGH 112-027
0.618 111-282
0.500 111-262
0.382 111-242
LOW 111-177
0.618 111-072
1.000 111-007
1.618 110-222
2.618 110-052
4.250 109-094
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 111-262 111-209
PP 111-246 111-203
S1 111-231 111-197

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

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