ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 110-285 111-147 0-182 0.5% 110-137
High 111-170 111-220 0-050 0.1% 111-220
Low 110-250 111-075 0-145 0.4% 110-130
Close 111-107 111-160 0-053 0.1% 111-160
Range 0-240 0-145 -0-095 -39.6% 1-090
ATR 0-227 0-221 -0-006 -2.6% 0-000
Volume 572,024 684,697 112,673 19.7% 2,873,507
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-267 112-198 111-240
R3 112-122 112-053 111-200
R2 111-297 111-297 111-187
R1 111-228 111-228 111-173 111-262
PP 111-152 111-152 111-152 111-169
S1 111-083 111-083 111-147 111-118
S2 111-007 111-007 111-133
S3 110-182 110-258 111-120
S4 110-037 110-113 111-080
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-013 114-177 112-066
R3 113-243 113-087 111-273
R2 112-153 112-153 111-235
R1 111-317 111-317 111-198 112-075
PP 111-063 111-063 111-063 111-102
S1 110-227 110-227 111-122 110-305
S2 109-293 109-293 111-085
S3 108-203 109-137 111-047
S4 107-113 108-047 110-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-220 110-130 1-090 1.1% 0-197 0.6% 85% True False 574,701
10 111-220 109-252 1-288 1.7% 0-210 0.6% 90% True False 604,935
20 112-075 109-252 2-143 2.2% 0-233 0.7% 70% False False 648,843
40 112-075 108-150 3-245 3.4% 0-229 0.6% 80% False False 654,066
60 112-075 108-150 3-245 3.4% 0-218 0.6% 80% False False 531,487
80 113-200 108-150 5-050 4.6% 0-195 0.5% 59% False False 399,709
100 115-000 108-150 6-170 5.9% 0-160 0.4% 46% False False 319,854
120 115-000 108-150 6-170 5.9% 0-133 0.4% 46% False False 266,545
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-044
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 113-196
2.618 112-280
1.618 112-135
1.000 112-045
0.618 111-310
HIGH 111-220
0.618 111-165
0.500 111-148
0.382 111-130
LOW 111-075
0.618 110-305
1.000 110-250
1.618 110-160
2.618 110-015
4.250 109-099
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 111-156 111-114
PP 111-152 111-068
S1 111-148 111-022

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

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