ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 111-250 112-020 0-090 0.3% 111-010
High 112-050 112-070 0-020 0.1% 111-270
Low 111-200 111-220 0-020 0.1% 110-180
Close 112-020 111-250 -0-090 -0.3% 111-180
Range 0-170 0-170 0-000 0.0% 1-090
ATR 0-170 0-170 0-000 0.0% 0-000
Volume 55,821 105,795 49,974 89.5% 57,577
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-157 113-053 112-024
R3 112-307 112-203 111-297
R2 112-137 112-137 111-281
R1 112-033 112-033 111-266 112-000
PP 111-287 111-287 111-287 111-270
S1 111-183 111-183 111-234 111-150
S2 111-117 111-117 111-219
S3 110-267 111-013 111-203
S4 110-097 110-163 111-156
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-053 114-207 112-086
R3 113-283 113-117 111-293
R2 112-193 112-193 111-255
R1 112-027 112-027 111-218 112-110
PP 111-103 111-103 111-103 111-145
S1 110-257 110-257 111-142 111-020
S2 110-013 110-013 111-105
S3 108-243 109-167 111-067
S4 107-153 108-077 110-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-070 111-090 0-300 0.8% 0-144 0.4% 53% True False 57,312
10 112-070 110-180 1-210 1.5% 0-156 0.4% 74% True False 30,491
20 112-070 109-240 2-150 2.2% 0-161 0.5% 82% True False 16,856
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Fibonacci Retracements and Extensions
4.250 114-152
2.618 113-195
1.618 113-025
1.000 112-240
0.618 112-175
HIGH 112-070
0.618 112-005
0.500 111-305
0.382 111-285
LOW 111-220
0.618 111-115
1.000 111-050
1.618 110-265
2.618 110-095
4.250 109-138
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 111-305 111-295
PP 111-287 111-280
S1 111-268 111-265

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

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