ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 112-135 112-192 0-057 0.2% 111-170
High 112-222 113-010 0-108 0.3% 112-050
Low 112-102 112-137 0-035 0.1% 111-150
Close 112-212 112-297 0-085 0.2% 111-300
Range 0-120 0-193 0-073 60.8% 0-220
ATR 0-169 0-171 0-002 1.0% 0-000
Volume 711,801 547,704 -164,097 -23.1% 2,064,942
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-194 114-118 113-083
R3 114-001 113-245 113-030
R2 113-128 113-128 113-012
R1 113-052 113-052 112-315 113-090
PP 112-255 112-255 112-255 112-274
S1 112-179 112-179 112-279 112-217
S2 112-062 112-062 112-262
S3 111-189 111-306 112-244
S4 110-316 111-113 112-191
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
5 113-010 111-170 1-160 1.3% 0-176 0.5% 93% True False 557,672
10 113-010 111-100 1-230 1.5% 0-170 0.5% 94% True False 399,107
20 113-010 110-180 2-150 2.2% 0-165 0.5% 96% True False 209,991
40 113-010 109-050 3-280 3.4% 0-170 0.5% 97% True False 105,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-190
2.618 114-195
1.618 114-002
1.000 113-203
0.618 113-129
HIGH 113-010
0.618 112-256
0.500 112-234
0.382 112-211
LOW 112-137
0.618 112-018
1.000 111-264
1.618 111-145
2.618 110-272
4.250 109-277
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 112-276 112-232
PP 112-255 112-168
S1 112-234 112-104

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

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