ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 111-302 111-225 -0-077 -0.2% 111-177
High 112-027 112-010 -0-017 0.0% 111-317
Low 111-177 111-167 -0-010 0.0% 110-265
Close 111-215 111-305 0-090 0.3% 111-190
Range 0-170 0-163 -0-007 -4.1% 1-052
ATR 0-203 0-200 -0-003 -1.4% 0-000
Volume 475,964 506,316 30,352 6.4% 2,746,608
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-116 113-054 112-075
R3 112-273 112-211 112-030
R2 112-110 112-110 112-015
R1 112-048 112-048 112-000 112-079
PP 111-267 111-267 111-267 111-283
S1 111-205 111-205 111-290 111-236
S2 111-104 111-104 111-275
S3 110-261 111-042 111-260
S4 110-098 110-199 111-215
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
5 112-027 111-047 0-300 0.8% 0-177 0.5% 86% False False 532,772
10 112-027 110-265 1-082 1.1% 0-172 0.5% 90% False False 537,728
20 112-027 109-252 2-095 2.1% 0-198 0.6% 94% False False 573,783
40 112-075 108-277 3-118 3.0% 0-206 0.6% 92% False False 607,574
60 112-075 108-150 3-245 3.4% 0-217 0.6% 93% False False 598,828
80 112-075 108-150 3-245 3.4% 0-207 0.6% 93% False False 458,363
100 113-240 108-150 5-090 4.7% 0-176 0.5% 66% False False 366,780
120 115-000 108-150 6-170 5.8% 0-147 0.4% 53% False False 305,650
Crabel Price Patterns
NR True
NR4 True
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 0-044
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-063
2.618 113-117
1.618 112-274
1.000 112-173
0.618 112-111
HIGH 112-010
0.618 111-268
0.500 111-248
0.382 111-229
LOW 111-167
0.618 111-066
1.000 111-004
1.618 110-223
2.618 110-060
4.250 109-114
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 111-286 111-281
PP 111-267 111-257
S1 111-248 111-234

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

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