ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 111-010 111-060 0-050 0.1% 111-000
High 111-120 111-160 0-040 0.1% 111-120
Low 110-270 110-310 0-040 0.1% 110-070
Close 111-090 111-020 -0-070 -0.2% 111-000
Range 0-170 0-170 0-000 0.0% 1-050
ATR 0-183 0-182 -0-001 -0.5% 0-000
Volume 412 7,852 7,440 1,805.8% 19,594
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-247 112-143 111-114
R3 112-077 111-293 111-067
R2 111-227 111-227 111-051
R1 111-123 111-123 111-036 111-090
PP 111-057 111-057 111-057 111-040
S1 110-273 110-273 111-004 110-240
S2 110-207 110-207 110-309
S3 110-037 110-103 110-293
S4 109-187 109-253 110-246
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
5 111-160 110-180 0-300 0.8% 0-176 0.5% 53% True False 4,549
10 111-160 110-060 1-100 1.2% 0-161 0.5% 67% True False 4,042
20 111-160 109-050 2-110 2.1% 0-160 0.5% 81% True False 2,859
Crabel Price Patterns
NR False
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 0-050
Fibonacci Retracements and Extensions
4.250 113-242
2.618 112-285
1.618 112-115
1.000 112-010
0.618 111-265
HIGH 111-160
0.618 111-095
0.500 111-075
0.382 111-055
LOW 110-310
0.618 110-205
1.000 110-140
1.618 110-035
2.618 109-185
4.250 108-228
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 111-075 111-017
PP 111-057 111-013
S1 111-038 111-010

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

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