ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 110-100 110-290 0-190 0.5% 110-140
High 110-290 111-010 0-040 0.1% 111-010
Low 110-060 110-210 0-150 0.4% 109-260
Close 110-230 110-290 0-060 0.2% 110-290
Range 0-230 0-120 -0-110 -47.8% 1-070
ATR 0-197 0-191 -0-005 -2.8% 0-000
Volume 8,122 1,521 -6,601 -81.3% 14,091
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 111-317 111-263 111-036
R3 111-197 111-143 111-003
R2 111-077 111-077 110-312
R1 111-023 111-023 110-301 111-030
PP 110-277 110-277 110-277 110-280
S1 110-223 110-223 110-279 110-230
S2 110-157 110-157 110-268
S3 110-037 110-103 110-257
S4 109-237 109-303 110-224
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-077 113-253 111-184
R3 113-007 112-183 111-077
R2 111-257 111-257 111-042
R1 111-113 111-113 111-006 111-185
PP 110-187 110-187 110-187 110-222
S1 110-043 110-043 110-254 110-115
S2 109-117 109-117 110-218
S3 108-047 108-293 110-183
S4 106-297 107-223 110-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-010 109-260 1-070 1.1% 0-172 0.5% 90% True False 2,818
10 111-010 109-050 1-280 1.7% 0-165 0.5% 93% True False 2,421
20 111-210 109-050 2-160 2.3% 0-178 0.5% 70% False False 1,649
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 112-200
2.618 112-004
1.618 111-204
1.000 111-130
0.618 111-084
HIGH 111-010
0.618 110-284
0.500 110-270
0.382 110-256
LOW 110-210
0.618 110-136
1.000 110-090
1.618 110-016
2.618 109-216
4.250 109-020
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 110-283 110-238
PP 110-277 110-187
S1 110-270 110-135

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

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