ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 111-010 111-010 0-000 0.0% 111-000
High 111-060 111-120 0-060 0.2% 111-120
Low 110-180 110-270 0-090 0.3% 110-070
Close 110-250 111-090 0-160 0.5% 111-000
Range 0-200 0-170 -0-030 -15.0% 1-050
ATR 0-183 0-183 0-001 0.3% 0-000
Volume 2,926 412 -2,514 -85.9% 19,594
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-243 112-177 111-184
R3 112-073 112-007 111-137
R2 111-223 111-223 111-121
R1 111-157 111-157 111-106 111-190
PP 111-053 111-053 111-053 111-070
S1 110-307 110-307 111-074 111-020
S2 110-203 110-203 111-059
S3 110-033 110-137 111-043
S4 109-183 109-287 110-316
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% 0-182 0.5% 92% True False 4,222
10 111-120 109-260 1-180 1.4% 0-162 0.5% 94% True False 3,400
20 111-160 109-050 2-110 2.1% 0-164 0.5% 91% False False 2,466
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 0-049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-202
2.618 112-245
1.618 112-075
1.000 111-290
0.618 111-225
HIGH 111-120
0.618 111-055
0.500 111-035
0.382 111-015
LOW 110-270
0.618 110-165
1.000 110-100
1.618 109-315
2.618 109-145
4.250 108-188
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 111-072 111-057
PP 111-053 111-023
S1 111-035 110-310

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

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