ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 111-147 111-177 0-030 0.1% 110-137
High 111-220 111-220 0-000 0.0% 111-220
Low 111-075 111-115 0-040 0.1% 110-130
Close 111-160 111-122 -0-038 -0.1% 111-160
Range 0-145 0-105 -0-040 -27.6% 1-090
ATR 0-221 0-213 -0-008 -3.8% 0-000
Volume 684,697 613,339 -71,358 -10.4% 2,873,507
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-147 112-080 111-180
R3 112-042 111-295 111-151
R2 111-257 111-257 111-141
R1 111-190 111-190 111-132 111-171
PP 111-152 111-152 111-152 111-143
S1 111-085 111-085 111-112 111-066
S2 111-047 111-047 111-103
S3 110-262 110-300 111-093
S4 110-157 110-195 111-064
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
5 111-220 110-145 1-075 1.1% 0-172 0.5% 75% True False 556,843
10 111-220 109-252 1-288 1.7% 0-201 0.6% 84% True False 596,270
20 112-075 109-252 2-143 2.2% 0-224 0.6% 65% False False 648,609
40 112-075 108-150 3-245 3.4% 0-222 0.6% 77% False False 649,076
60 112-075 108-150 3-245 3.4% 0-218 0.6% 77% False False 541,460
80 113-200 108-150 5-050 4.6% 0-196 0.6% 56% False False 407,376
100 115-000 108-150 6-170 5.9% 0-161 0.5% 45% False False 325,988
120 115-000 108-150 6-170 5.9% 0-134 0.4% 45% False False 271,657
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 113-026
2.618 112-175
1.618 112-070
1.000 112-005
0.618 111-285
HIGH 111-220
0.618 111-180
0.500 111-168
0.382 111-155
LOW 111-115
0.618 111-050
1.000 111-010
1.618 110-265
2.618 110-160
4.250 109-309
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 111-168 111-106
PP 111-152 111-091
S1 111-137 111-075

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

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