ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 112-110 112-025 -0-085 -0.2% 112-065
High 112-142 112-200 0-058 0.2% 112-245
Low 111-280 112-010 0-050 0.1% 111-280
Close 112-020 112-167 0-147 0.4% 112-020
Range 0-182 0-190 0-008 4.4% 0-285
ATR 0-183 0-184 0-000 0.3% 0-000
Volume 610,700 564,305 -46,395 -7.6% 2,548,502
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-056 113-301 112-272
R3 113-186 113-111 112-219
R2 112-316 112-316 112-202
R1 112-241 112-241 112-184 112-278
PP 112-126 112-126 112-126 112-144
S1 112-051 112-051 112-150 112-088
S2 111-256 111-256 112-132
S3 111-066 111-181 112-115
S4 110-196 110-311 112-062
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% 0-162 0.5% 73% False False 530,956
10 112-245 111-120 1-125 1.2% 0-162 0.5% 82% False False 499,940
20 112-245 110-145 2-100 2.1% 0-172 0.5% 89% False False 524,592
40 112-245 109-252 2-313 2.6% 0-200 0.6% 92% False False 597,712
60 112-245 108-150 4-095 3.8% 0-213 0.6% 94% False False 624,592
80 112-245 108-150 4-095 3.8% 0-205 0.6% 94% False False 503,224
100 113-200 108-150 5-050 4.6% 0-186 0.5% 79% False False 403,031
120 115-000 108-150 6-170 5.8% 0-156 0.4% 62% False False 335,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 115-048
2.618 114-057
1.618 113-187
1.000 113-070
0.618 112-317
HIGH 112-200
0.618 112-127
0.500 112-105
0.382 112-083
LOW 112-010
0.618 111-213
1.000 111-140
1.618 111-023
2.618 110-153
4.250 109-162
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 112-146 112-146
PP 112-126 112-124
S1 112-105 112-102

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

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