ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 110-260 110-200 -0-060 -0.2% 110-140
High 110-290 110-270 -0-020 -0.1% 111-010
Low 110-200 110-070 -0-130 -0.4% 109-260
Close 110-230 110-160 -0-070 -0.2% 110-290
Range 0-090 0-200 0-110 122.2% 1-070
ATR 0-177 0-179 0-002 0.9% 0-000
Volume 1,550 6,217 4,667 301.1% 14,091
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-127 112-023 110-270
R3 111-247 111-143 110-215
R2 111-047 111-047 110-197
R1 110-263 110-263 110-178 110-215
PP 110-167 110-167 110-167 110-142
S1 110-063 110-063 110-142 110-015
S2 109-287 109-287 110-123
S3 109-087 109-183 110-105
S4 108-207 108-303 110-050
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
5 111-030 110-060 0-290 0.8% 0-146 0.4% 34% False False 3,535
10 111-030 109-240 1-110 1.2% 0-149 0.4% 56% False False 2,363
20 111-210 109-050 2-160 2.3% 0-174 0.5% 54% False False 1,859
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 113-160
2.618 112-154
1.618 111-274
1.000 111-150
0.618 111-074
HIGH 110-270
0.618 110-194
0.500 110-170
0.382 110-146
LOW 110-070
0.618 109-266
1.000 109-190
1.618 109-066
2.618 108-186
4.250 107-180
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 110-170 110-210
PP 110-167 110-193
S1 110-163 110-177

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

View Archives - Comment on this page... - Back to Index of Symbols