ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 111-310 111-300 -0-010 0.0% 111-180
High 112-030 112-050 0-020 0.1% 112-070
Low 111-240 111-190 -0-050 -0.1% 111-100
Close 111-290 112-020 0-050 0.1% 111-150
Range 0-110 0-180 0-070 63.6% 0-290
ATR 0-167 0-168 0-001 0.5% 0-000
Volume 363,506 563,644 200,138 55.1% 320,772
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-200 113-130 112-119
R3 113-020 112-270 112-070
R2 112-160 112-160 112-053
R1 112-090 112-090 112-036 112-125
PP 111-300 111-300 111-300 111-318
S1 111-230 111-230 112-004 111-265
S2 111-120 111-120 111-307
S3 110-260 111-050 111-290
S4 110-080 110-190 111-241
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% 0-164 0.5% 83% False False 240,541
10 112-070 110-290 1-100 1.2% 0-154 0.4% 88% False False 138,871
20 112-070 110-060 2-010 1.8% 0-158 0.4% 92% False False 71,457
40 112-070 109-050 3-020 2.7% 0-163 0.5% 95% False False 36,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-175
2.618 113-201
1.618 113-021
1.000 112-230
0.618 112-161
HIGH 112-050
0.618 111-301
0.500 111-280
0.382 111-259
LOW 111-190
0.618 111-079
1.000 111-010
1.618 110-219
2.618 110-039
4.250 109-065
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 112-000 111-313
PP 111-300 111-287
S1 111-280 111-260

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

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