ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 110-140 110-020 -0-120 -0.3% 109-220
High 110-150 110-140 -0-010 0.0% 110-130
Low 109-300 109-300 0-000 0.0% 109-050
Close 110-120 110-060 -0-060 -0.2% 109-250
Range 0-170 0-160 -0-010 -5.9% 1-080
ATR 0-198 0-195 -0-003 -1.4% 0-000
Volume 1,033 1,982 949 91.9% 10,128
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 111-220 111-140 110-148
R3 111-060 110-300 110-104
R2 110-220 110-220 110-089
R1 110-140 110-140 110-075 110-180
PP 110-060 110-060 110-060 110-080
S1 109-300 109-300 110-045 110-020
S2 109-220 109-220 110-031
S3 109-060 109-140 110-016
S4 108-220 108-300 109-292
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-170 112-290 110-150
R3 112-090 111-210 110-040
R2 111-010 111-010 110-003
R1 110-130 110-130 109-287 110-230
PP 109-250 109-250 109-250 109-300
S1 109-050 109-050 109-213 109-150
S2 108-170 108-170 109-177
S3 107-090 107-290 109-140
S4 106-010 106-210 109-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-150 109-050 1-100 1.2% 0-136 0.4% 79% False False 1,879
10 111-160 109-050 2-110 2.1% 0-167 0.5% 44% False False 1,533
20 111-210 109-050 2-160 2.3% 0-168 0.5% 41% False False 1,729
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-180
2.618 111-239
1.618 111-079
1.000 110-300
0.618 110-239
HIGH 110-140
0.618 110-079
0.500 110-060
0.382 110-041
LOW 109-300
0.618 109-201
1.000 109-140
1.618 109-041
2.618 108-201
4.250 107-260
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 110-060 110-052
PP 110-060 110-043
S1 110-060 110-035

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

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