ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 111-110 111-010 -0-100 -0.3% 111-000
High 111-120 111-060 -0-060 -0.2% 111-120
Low 110-310 110-180 -0-130 -0.4% 110-070
Close 111-000 110-250 -0-070 -0.2% 111-000
Range 0-130 0-200 0-070 53.8% 1-050
ATR 0-182 0-183 0-001 0.7% 0-000
Volume 1,927 2,926 999 51.8% 19,594
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-230 112-120 111-040
R3 112-030 111-240 110-305
R2 111-150 111-150 110-287
R1 111-040 111-040 110-268 110-315
PP 110-270 110-270 110-270 110-248
S1 110-160 110-160 110-232 110-115
S2 110-070 110-070 110-213
S3 109-190 109-280 110-195
S4 108-310 109-080 110-140
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% 0-166 0.5% 49% False False 4,450
10 111-120 109-260 1-180 1.4% 0-161 0.5% 62% False False 3,557
20 111-210 109-050 2-160 2.3% 0-163 0.5% 65% False False 2,446
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-047
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-270
2.618 112-264
1.618 112-064
1.000 111-260
0.618 111-184
HIGH 111-060
0.618 110-304
0.500 110-280
0.382 110-256
LOW 110-180
0.618 110-056
1.000 109-300
1.618 109-176
2.618 108-296
4.250 107-290
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 110-280 110-310
PP 110-270 110-290
S1 110-260 110-270

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

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