ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 112-065 112-105 0-040 0.1% 111-215
High 112-127 112-187 0-060 0.2% 112-140
Low 112-020 112-085 0-065 0.2% 111-047
Close 112-112 112-105 -0-007 0.0% 112-050
Range 0-107 0-102 -0-005 -4.7% 1-093
ATR 0-192 0-186 -0-006 -3.4% 0-000
Volume 458,025 357,958 -100,067 -21.8% 2,461,558
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-112 113-050 112-161
R3 113-010 112-268 112-133
R2 112-228 112-228 112-124
R1 112-166 112-166 112-114 112-156
PP 112-126 112-126 112-126 112-120
S1 112-064 112-064 112-096 112-054
S2 112-024 112-024 112-086
S3 111-242 111-282 112-077
S4 111-140 111-180 112-049
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
5 112-187 111-167 1-020 0.9% 0-145 0.4% 76% True False 462,769
10 112-187 110-265 1-242 1.6% 0-176 0.5% 85% True False 497,261
20 112-187 109-252 2-255 2.5% 0-181 0.5% 91% True False 543,610
40 112-187 109-020 3-167 3.1% 0-203 0.6% 93% True False 597,463
60 112-187 108-150 4-037 3.7% 0-214 0.6% 94% True False 614,585
80 112-187 108-150 4-037 3.7% 0-206 0.6% 94% True False 474,892
100 113-240 108-150 5-090 4.7% 0-180 0.5% 73% False False 380,095
120 115-000 108-150 6-170 5.8% 0-150 0.4% 59% False False 316,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-039
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 113-300
2.618 113-134
1.618 113-032
1.000 112-289
0.618 112-250
HIGH 112-187
0.618 112-148
0.500 112-136
0.382 112-124
LOW 112-085
0.618 112-022
1.000 111-303
1.618 111-240
2.618 111-138
4.250 110-292
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 112-136 112-094
PP 112-126 112-082
S1 112-115 112-071

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

View Archives - Comment on this page... - Back to Index of Symbols