ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 112-025 112-172 0-147 0.4% 112-065
High 112-200 112-217 0-017 0.0% 112-245
Low 112-010 112-102 0-092 0.3% 111-280
Close 112-167 112-155 -0-012 0.0% 112-020
Range 0-190 0-115 -0-075 -39.5% 0-285
ATR 0-184 0-179 -0-005 -2.7% 0-000
Volume 564,305 746,171 181,866 32.2% 2,548,502
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-183 113-124 112-218
R3 113-068 113-009 112-187
R2 112-273 112-273 112-176
R1 112-214 112-214 112-166 112-186
PP 112-158 112-158 112-158 112-144
S1 112-099 112-099 112-144 112-071
S2 112-043 112-043 112-134
S3 111-248 111-304 112-123
S4 111-133 111-189 112-092
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% 0-165 0.5% 68% False False 608,599
10 112-245 111-167 1-078 1.1% 0-155 0.4% 77% False False 535,684
20 112-245 110-145 2-100 2.1% 0-168 0.5% 88% False False 541,600
40 112-245 109-252 2-313 2.6% 0-199 0.6% 91% False False 601,399
60 112-245 108-150 4-095 3.8% 0-210 0.6% 93% False False 627,348
80 112-245 108-150 4-095 3.8% 0-205 0.6% 93% False False 512,403
100 113-200 108-150 5-050 4.6% 0-186 0.5% 78% False False 410,492
120 115-000 108-150 6-170 5.8% 0-157 0.4% 61% False False 342,105
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114-066
2.618 113-198
1.618 113-083
1.000 113-012
0.618 112-288
HIGH 112-217
0.618 112-173
0.500 112-160
0.382 112-146
LOW 112-102
0.618 112-031
1.000 111-307
1.618 111-236
2.618 111-121
4.250 110-253
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 112-160 112-133
PP 112-158 112-111
S1 112-156 112-088

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

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