ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 110-020 110-060 0-040 0.1% 109-220
High 110-140 110-120 -0-020 -0.1% 110-130
Low 109-300 109-260 -0-040 -0.1% 109-050
Close 110-060 110-060 0-000 0.0% 109-250
Range 0-160 0-180 0-020 12.5% 1-080
ATR 0-195 0-194 -0-001 -0.6% 0-000
Volume 1,982 1,433 -549 -27.7% 10,128
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 111-260 111-180 110-159
R3 111-080 111-000 110-110
R2 110-220 110-220 110-093
R1 110-140 110-140 110-076 110-150
PP 110-040 110-040 110-040 110-045
S1 109-280 109-280 110-044 109-290
S2 109-180 109-180 110-027
S3 109-000 109-100 110-010
S4 108-140 108-240 109-281
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
5 110-150 109-240 0-230 0.7% 0-152 0.4% 61% False False 1,190
10 110-170 109-050 1-120 1.2% 0-160 0.5% 75% False False 1,676
20 111-210 109-050 2-160 2.3% 0-169 0.5% 41% False False 1,795
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 False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-245
2.618 111-271
1.618 111-091
1.000 110-300
0.618 110-231
HIGH 110-120
0.618 110-051
0.500 110-030
0.382 110-009
LOW 109-260
0.618 109-149
1.000 109-080
1.618 108-289
2.618 108-109
4.250 107-135
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 110-050 110-055
PP 110-040 110-050
S1 110-030 110-045

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

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