ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 110-200 111-010 0-130 0.4% 110-140
High 110-270 111-110 0-160 0.5% 111-010
Low 110-070 110-220 0-150 0.4% 109-260
Close 110-160 111-070 0-230 0.7% 110-290
Range 0-200 0-210 0-010 5.0% 1-070
ATR 0-179 0-186 0-006 3.6% 0-000
Volume 6,217 9,631 3,414 54.9% 14,091
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-017 112-253 111-186
R3 112-127 112-043 111-128
R2 111-237 111-237 111-108
R1 111-153 111-153 111-089 111-195
PP 111-027 111-027 111-027 111-048
S1 110-263 110-263 111-051 110-305
S2 110-137 110-137 111-032
S3 109-247 110-053 111-012
S4 109-037 109-163 110-274
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
5 111-110 110-070 1-040 1.0% 0-142 0.4% 89% True False 3,837
10 111-110 109-240 1-190 1.4% 0-166 0.5% 92% True False 3,221
20 111-210 109-050 2-160 2.2% 0-180 0.5% 83% False False 2,252
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114-042
2.618 113-020
1.618 112-130
1.000 112-000
0.618 111-240
HIGH 111-110
0.618 111-030
0.500 111-005
0.382 110-300
LOW 110-220
0.618 110-090
1.000 110-010
1.618 109-200
2.618 108-310
4.250 107-288
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 111-048 111-023
PP 111-027 110-297
S1 111-005 110-250

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

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