ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 111-225 111-310 0-085 0.2% 111-215
High 112-010 112-140 0-130 0.4% 112-140
Low 111-167 111-275 0-108 0.3% 111-047
Close 111-305 112-050 0-065 0.2% 112-050
Range 0-163 0-185 0-022 13.5% 1-093
ATR 0-200 0-199 -0-001 -0.5% 0-000
Volume 506,316 515,583 9,267 1.8% 2,461,558
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-283 113-192 112-152
R3 113-098 113-007 112-101
R2 112-233 112-233 112-084
R1 112-142 112-142 112-067 112-188
PP 112-048 112-048 112-048 112-071
S1 111-277 111-277 112-033 112-002
S2 111-183 111-183 112-016
S3 110-318 111-092 111-319
S4 110-133 110-227 111-268
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-251 115-084 112-277
R3 114-158 113-311 112-164
R2 113-065 113-065 112-126
R1 112-218 112-218 112-088 112-302
PP 111-292 111-292 111-292 112-014
S1 111-125 111-125 112-012 111-208
S2 110-199 110-199 111-294
S3 109-106 110-032 111-256
S4 108-013 108-259 111-143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-140 111-047 1-093 1.2% 0-185 0.5% 78% True False 492,311
10 112-140 110-265 1-195 1.4% 0-176 0.5% 83% True False 520,816
20 112-140 109-252 2-208 2.4% 0-193 0.5% 89% True False 562,876
40 112-140 109-002 3-138 3.1% 0-205 0.6% 92% True False 605,472
60 112-140 108-150 3-310 3.5% 0-215 0.6% 93% True False 604,753
80 112-140 108-150 3-310 3.5% 0-206 0.6% 93% True False 464,800
100 113-240 108-150 5-090 4.7% 0-178 0.5% 70% False False 371,936
120 115-000 108-150 6-170 5.8% 0-148 0.4% 56% False False 309,947
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 False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-286
2.618 113-304
1.618 113-119
1.000 113-005
0.618 112-254
HIGH 112-140
0.618 112-069
0.500 112-048
0.382 112-026
LOW 111-275
0.618 111-161
1.000 111-090
1.618 110-296
2.618 110-111
4.250 109-129
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 112-049 112-031
PP 112-048 112-012
S1 112-048 111-314

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

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