ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 112-020 111-260 -0-080 -0.2% 111-180
High 112-070 111-280 -0-110 -0.3% 112-070
Low 111-220 111-100 -0-120 -0.3% 111-100
Close 111-250 111-150 -0-100 -0.3% 111-150
Range 0-170 0-180 0-010 5.9% 0-290
ATR 0-170 0-171 0-001 0.4% 0-000
Volume 105,795 75,357 -30,438 -28.8% 320,772
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-077 112-293 111-249
R3 112-217 112-113 111-200
R2 112-037 112-037 111-183
R1 111-253 111-253 111-166 111-215
PP 111-177 111-177 111-177 111-158
S1 111-073 111-073 111-134 111-035
S2 110-317 110-317 111-117
S3 110-137 110-213 111-100
S4 109-277 110-033 111-051
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-123 113-267 111-310
R3 113-153 112-297 111-230
R2 112-183 112-183 111-203
R1 112-007 112-007 111-177 111-270
PP 111-213 111-213 111-213 111-185
S1 111-037 111-037 111-123 110-300
S2 110-243 110-243 111-097
S3 109-273 110-067 111-070
S4 108-303 109-097 110-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-070 111-100 0-290 0.8% 0-144 0.4% 17% False True 64,154
10 112-070 110-180 1-210 1.5% 0-161 0.5% 55% False False 37,834
20 112-070 109-260 2-130 2.2% 0-160 0.4% 69% False False 20,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114-085
2.618 113-111
1.618 112-251
1.000 112-140
0.618 112-071
HIGH 111-280
0.618 111-211
0.500 111-190
0.382 111-169
LOW 111-100
0.618 110-309
1.000 110-240
1.618 110-129
2.618 109-269
4.250 108-295
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 111-190 111-245
PP 111-177 111-213
S1 111-163 111-182

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

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