ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 112-182 112-110 -0-072 -0.2% 112-065
High 112-245 112-142 -0-103 -0.3% 112-245
Low 112-080 111-280 -0-120 -0.3% 111-280
Close 112-107 112-020 -0-087 -0.2% 112-020
Range 0-165 0-182 0-017 10.3% 0-285
ATR 0-184 0-183 0-000 -0.1% 0-000
Volume 528,030 610,700 82,670 15.7% 2,548,502
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-267 113-165 112-120
R3 113-085 112-303 112-070
R2 112-223 112-223 112-053
R1 112-121 112-121 112-037 112-081
PP 112-041 112-041 112-041 112-020
S1 111-259 111-259 112-003 111-219
S2 111-179 111-179 111-307
S3 110-317 111-077 111-290
S4 110-135 110-215 111-240
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-290 114-120 112-177
R3 114-005 113-155 112-098
R2 113-040 113-040 112-072
R1 112-190 112-190 112-046 112-132
PP 112-075 112-075 112-075 112-046
S1 111-225 111-225 111-314 111-168
S2 111-110 111-110 111-288
S3 110-145 110-260 111-262
S4 109-180 109-295 111-183
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-245 111-280 0-285 0.8% 0-146 0.4% 21% False True 509,700
10 112-245 111-047 1-198 1.4% 0-165 0.5% 57% False False 501,006
20 112-245 110-130 2-115 2.1% 0-174 0.5% 70% False False 531,508
40 112-245 109-252 2-313 2.7% 0-199 0.6% 76% False False 599,828
60 112-245 108-150 4-095 3.8% 0-211 0.6% 84% False False 627,018
80 112-245 108-150 4-095 3.8% 0-207 0.6% 84% False False 496,208
100 113-200 108-150 5-050 4.6% 0-185 0.5% 70% False False 397,387
120 115-000 108-150 6-170 5.8% 0-154 0.4% 55% False False 331,184
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114-276
2.618 113-298
1.618 113-116
1.000 113-004
0.618 112-254
HIGH 112-142
0.618 112-072
0.500 112-051
0.382 112-030
LOW 111-280
0.618 111-168
1.000 111-098
1.618 110-306
2.618 110-124
4.250 109-146
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 112-051 112-102
PP 112-041 112-075
S1 112-030 112-048

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

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