ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 112-172 112-165 -0-007 0.0% 112-065
High 112-217 112-210 -0-007 0.0% 112-245
Low 112-102 112-042 -0-060 -0.2% 111-280
Close 112-155 112-182 0-027 0.1% 112-020
Range 0-115 0-168 0-053 46.1% 0-285
ATR 0-179 0-178 -0-001 -0.4% 0-000
Volume 746,171 943,382 197,211 26.4% 2,548,502
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-009 113-263 112-274
R3 113-161 113-095 112-228
R2 112-313 112-313 112-213
R1 112-247 112-247 112-197 112-280
PP 112-145 112-145 112-145 112-161
S1 112-079 112-079 112-167 112-112
S2 111-297 111-297 112-151
S3 111-129 111-231 112-136
S4 110-281 111-063 112-090
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% 0-164 0.5% 78% False False 678,517
10 112-245 111-167 1-078 1.1% 0-155 0.4% 84% False False 582,425
20 112-245 110-250 1-315 1.8% 0-168 0.5% 90% False False 563,362
40 112-245 109-252 2-313 2.6% 0-198 0.6% 93% False False 611,965
60 112-245 108-150 4-095 3.8% 0-208 0.6% 95% False False 630,414
80 112-245 108-150 4-095 3.8% 0-205 0.6% 95% False False 524,049
100 113-200 108-150 5-050 4.6% 0-187 0.5% 80% False False 419,926
120 115-000 108-150 6-170 5.8% 0-158 0.4% 63% False False 349,966
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-284
2.618 114-010
1.618 113-162
1.000 113-058
0.618 112-314
HIGH 112-210
0.618 112-146
0.500 112-126
0.382 112-106
LOW 112-042
0.618 111-258
1.000 111-194
1.618 111-090
2.618 110-242
4.250 109-288
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 112-163 112-159
PP 112-145 112-136
S1 112-126 112-114

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

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