ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 111-010 111-110 0-100 0.3% 111-000
High 111-110 111-120 0-010 0.0% 111-120
Low 110-220 110-310 0-090 0.3% 110-070
Close 111-070 111-000 -0-070 -0.2% 111-000
Range 0-210 0-130 -0-080 -38.1% 1-050
ATR 0-186 0-182 -0-004 -2.1% 0-000
Volume 9,631 1,927 -7,704 -80.0% 19,594
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-107 112-023 111-072
R3 111-297 111-213 111-036
R2 111-167 111-167 111-024
R1 111-083 111-083 111-012 111-060
PP 111-037 111-037 111-037 111-025
S1 110-273 110-273 110-308 110-250
S2 110-227 110-227 110-296
S3 110-097 110-143 110-284
S4 109-287 110-013 110-248
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-107 113-263 111-204
R3 113-057 112-213 111-102
R2 112-007 112-007 111-068
R1 111-163 111-163 111-034 111-185
PP 110-277 110-277 110-277 110-288
S1 110-113 110-113 110-286 110-135
S2 109-227 109-227 110-252
S3 108-177 109-063 110-218
S4 107-127 108-013 110-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-120 110-070 1-050 1.0% 0-144 0.4% 68% True False 3,918
10 111-120 109-260 1-180 1.4% 0-158 0.4% 76% True False 3,368
20 111-210 109-050 2-160 2.3% 0-170 0.5% 74% False False 2,344
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-043
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-032
2.618 112-140
1.618 112-010
1.000 111-250
0.618 111-200
HIGH 111-120
0.618 111-070
0.500 111-055
0.382 111-040
LOW 110-310
0.618 110-230
1.000 110-180
1.618 110-100
2.618 109-290
4.250 109-078
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 111-055 110-298
PP 111-037 110-277
S1 111-018 110-255

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

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