ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 111-310 112-065 0-075 0.2% 111-215
High 112-140 112-127 -0-013 0.0% 112-140
Low 111-275 112-020 0-065 0.2% 111-047
Close 112-050 112-112 0-062 0.2% 112-050
Range 0-185 0-107 -0-078 -42.2% 1-093
ATR 0-199 0-192 -0-007 -3.3% 0-000
Volume 515,583 458,025 -57,558 -11.2% 2,461,558
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-087 113-047 112-171
R3 112-300 112-260 112-141
R2 112-193 112-193 112-132
R1 112-153 112-153 112-122 112-173
PP 112-086 112-086 112-086 112-096
S1 112-046 112-046 112-102 112-066
S2 111-299 111-299 112-092
S3 111-192 111-259 112-083
S4 111-085 111-152 112-053
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
5 112-140 111-120 1-020 0.9% 0-162 0.5% 92% False False 468,924
10 112-140 110-265 1-195 1.4% 0-177 0.5% 95% False False 505,285
20 112-140 109-252 2-208 2.4% 0-189 0.5% 97% False False 550,777
40 112-140 109-020 3-120 3.0% 0-203 0.6% 97% False False 601,592
60 112-140 108-150 3-310 3.5% 0-213 0.6% 98% False False 610,502
80 112-140 108-150 3-310 3.5% 0-206 0.6% 98% False False 470,511
100 113-240 108-150 5-090 4.7% 0-179 0.5% 73% False False 376,516
120 115-000 108-150 6-170 5.8% 0-149 0.4% 59% False False 313,764
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 113-262
2.618 113-087
1.618 112-300
1.000 112-234
0.618 112-193
HIGH 112-127
0.618 112-086
0.500 112-074
0.382 112-061
LOW 112-020
0.618 111-274
1.000 111-233
1.618 111-167
2.618 111-060
4.250 110-205
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 112-099 112-072
PP 112-086 112-033
S1 112-074 111-314

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

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