ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 109-180 109-060 -0-120 -0.3% 110-260
High 110-090 109-150 -0-260 -0.7% 111-210
Low 109-150 109-050 -0-100 -0.3% 109-220
Close 109-210 109-090 -0-120 -0.3% 109-280
Range 0-260 0-100 -0-160 -61.5% 1-310
ATR 0-188 0-186 -0-002 -1.1% 0-000
Volume 2,766 4,876 2,110 76.3% 3,085
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 110-077 110-023 109-145
R3 109-297 109-243 109-118
R2 109-197 109-197 109-108
R1 109-143 109-143 109-099 109-170
PP 109-097 109-097 109-097 109-110
S1 109-043 109-043 109-081 109-070
S2 108-317 108-317 109-072
S3 108-217 108-263 109-062
S4 108-117 108-163 109-035
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-100 115-020 110-306
R3 114-110 113-030 110-133
R2 112-120 112-120 110-076
R1 111-040 111-040 110-018 110-245
PP 110-130 110-130 110-130 110-072
S1 109-050 109-050 109-222 108-255
S2 108-140 108-140 109-164
S3 106-150 107-060 109-107
S4 104-160 105-070 108-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-170 109-050 1-120 1.3% 0-168 0.5% 9% False True 2,161
10 111-210 109-050 2-160 2.3% 0-200 0.6% 5% False True 1,355
Crabel Price Patterns
NR True
NR4 True
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 0-037
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110-255
2.618 110-092
1.618 109-312
1.000 109-250
0.618 109-212
HIGH 109-150
0.618 109-112
0.500 109-100
0.382 109-088
LOW 109-050
0.618 108-308
1.000 108-270
1.618 108-208
2.618 108-108
4.250 107-265
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 109-100 109-230
PP 109-097 109-183
S1 109-093 109-137

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

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