ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 112-105 112-127 0-022 0.1% 111-215
High 112-187 112-235 0-048 0.1% 112-140
Low 112-085 112-062 -0-023 -0.1% 111-047
Close 112-105 112-197 0-092 0.3% 112-050
Range 0-102 0-173 0-071 69.6% 1-093
ATR 0-186 0-185 -0-001 -0.5% 0-000
Volume 357,958 593,789 235,831 65.9% 2,461,558
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-044 113-293 112-292
R3 113-191 113-120 112-245
R2 113-018 113-018 112-229
R1 112-267 112-267 112-213 112-302
PP 112-165 112-165 112-165 112-182
S1 112-094 112-094 112-181 112-130
S2 111-312 111-312 112-165
S3 111-139 111-241 112-149
S4 110-286 111-068 112-102
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
5 112-235 111-167 1-068 1.1% 0-146 0.4% 90% True False 486,334
10 112-235 111-025 1-210 1.5% 0-173 0.5% 93% True False 508,538
20 112-235 109-317 2-238 2.4% 0-183 0.5% 96% True False 545,267
40 112-235 109-020 3-215 3.3% 0-202 0.6% 97% True False 600,544
60 112-235 108-150 4-085 3.8% 0-214 0.6% 97% True False 622,358
80 112-235 108-150 4-085 3.8% 0-207 0.6% 97% True False 482,281
100 113-240 108-150 5-090 4.7% 0-182 0.5% 79% False False 386,012
120 115-000 108-150 6-170 5.8% 0-151 0.4% 63% False False 321,695
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-010
2.618 114-048
1.618 113-195
1.000 113-088
0.618 113-022
HIGH 112-235
0.618 112-169
0.500 112-148
0.382 112-128
LOW 112-062
0.618 111-275
1.000 111-209
1.618 111-102
2.618 110-249
4.250 109-287
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 112-181 112-174
PP 112-165 112-151
S1 112-148 112-128

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

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