ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 15-Jul-2008
Day Change Summary
Previous Current
14-Jul-2008 15-Jul-2008 Change Change % Previous Week
Open 110-260 111-070 0-130 0.4% 110-180
High 111-020 111-210 0-190 0.5% 111-130
Low 110-010 111-070 1-060 1.1% 110-070
Close 110-260 111-070 0-130 0.4% 110-110
Range 1-010 0-140 -0-190 -57.6% 1-060
ATR
Volume 896 1 -895 -99.9% 5,679
Daily Pivots for day following 15-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-217 112-123 111-147
R3 112-077 111-303 111-108
R2 111-257 111-257 111-096
R1 111-163 111-163 111-083 111-140
PP 111-117 111-117 111-117 111-105
S1 111-023 111-023 111-057 111-000
S2 110-297 110-297 111-044
S3 110-157 110-203 111-032
S4 110-017 110-063 110-313
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-070 113-150 110-319
R3 113-010 112-090 110-214
R2 111-270 111-270 110-180
R1 111-030 111-030 110-145 110-280
PP 110-210 110-210 110-210 110-175
S1 109-290 109-290 110-075 109-220
S2 109-150 109-150 110-040
S3 108-090 108-230 110-006
S4 107-030 107-170 109-221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-210 110-010 1-200 1.5% 0-226 0.6% 73% True False 1,109
10 111-210 109-270 1-260 1.6% 0-168 0.5% 76% True False 1,925
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-165
2.618 112-257
1.618 112-117
1.000 112-030
0.618 111-297
HIGH 111-210
0.618 111-157
0.500 111-140
0.382 111-123
LOW 111-070
0.618 110-303
1.000 110-250
1.618 110-163
2.618 110-023
4.250 109-115
Fisher Pivots for day following 15-Jul-2008
Pivot 1 day 3 day
R1 111-140 111-030
PP 111-117 110-310
S1 111-093 110-270

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

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