ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 29-Aug-2008
Day Change Summary
Previous Current
28-Aug-2008 29-Aug-2008 Change Change % Previous Week
Open 112-040 112-000 -0-040 -0.1% 111-170
High 112-040 112-032 -0-008 0.0% 112-050
Low 111-250 111-170 -0-080 -0.2% 111-150
Close 111-300 111-300 0-000 0.0% 111-300
Range 0-110 0-182 0-072 65.5% 0-220
ATR 0-164 0-165 0-001 0.8% 0-000
Volume 578,231 465,154 -113,077 -19.6% 2,064,942
Daily Pivots for day following 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-180 113-102 112-080
R3 112-318 112-240 112-030
R2 112-136 112-136 112-013
R1 112-058 112-058 111-317 112-006
PP 111-274 111-274 111-274 111-248
S1 111-196 111-196 111-283 111-144
S2 111-092 111-092 111-267
S3 110-230 111-014 111-250
S4 110-048 110-152 111-200
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-293 113-197 112-101
R3 113-073 112-297 112-040
R2 112-173 112-173 112-020
R1 112-077 112-077 112-000 112-125
PP 111-273 111-273 111-273 111-298
S1 111-177 111-177 111-280 111-225
S2 111-053 111-053 111-260
S3 110-153 110-277 111-240
S4 109-253 110-057 111-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-050 111-150 0-220 0.6% 0-152 0.4% 68% False False 412,988
10 112-070 111-100 0-290 0.8% 0-148 0.4% 69% False False 238,571
20 112-070 110-070 2-000 1.8% 0-155 0.4% 86% False False 123,144
40 112-070 109-050 3-020 2.7% 0-166 0.5% 91% False False 62,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 114-166
2.618 113-188
1.618 113-006
1.000 112-214
0.618 112-144
HIGH 112-032
0.618 111-282
0.500 111-261
0.382 111-240
LOW 111-170
0.618 111-058
1.000 110-308
1.618 110-196
2.618 110-014
4.250 109-036
Fisher Pivots for day following 29-Aug-2008
Pivot 1 day 3 day
R1 111-287 111-290
PP 111-274 111-280
S1 111-261 111-270

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

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