ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 110-290 111-000 0-030 0.1% 110-140
High 111-010 111-030 0-020 0.1% 111-010
Low 110-210 110-260 0-050 0.1% 109-260
Close 110-290 110-260 -0-030 -0.1% 110-290
Range 0-120 0-090 -0-030 -25.0% 1-070
ATR 0-191 0-184 -0-007 -3.8% 0-000
Volume 1,521 269 -1,252 -82.3% 14,091
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 111-240 111-180 110-310
R3 111-150 111-090 110-285
R2 111-060 111-060 110-276
R1 111-000 111-000 110-268 110-305
PP 110-290 110-290 110-290 110-282
S1 110-230 110-230 110-252 110-215
S2 110-200 110-200 110-244
S3 110-110 110-140 110-235
S4 110-020 110-050 110-210
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
5 111-030 109-260 1-090 1.2% 0-156 0.4% 78% True False 2,665
10 111-030 109-050 1-300 1.7% 0-156 0.4% 85% True False 2,350
20 111-210 109-050 2-160 2.3% 0-172 0.5% 66% False False 1,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 112-092
2.618 111-266
1.618 111-176
1.000 111-120
0.618 111-086
HIGH 111-030
0.618 110-316
0.500 110-305
0.382 110-294
LOW 110-260
0.618 110-204
1.000 110-170
1.618 110-114
2.618 110-024
4.250 109-198
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 110-305 110-242
PP 110-290 110-223
S1 110-275 110-205

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

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