ECBOT 5 Year T-Note Future September 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	112-265	112-295	0-030	0.1%	112-025
High	113-047	113-150	0-103	0.3%	112-217
Low	112-262	112-292	0-030	0.1%	112-010
Close	113-042	113-122	0-080	0.2%	112-145
Range	0-105	0-178	0-073	69.5%	0-207
ATR	0-174	0-174	0-000	0.2%	0-000
Volume	187,026	112,221	-74,805	-40.0%	4,149,426

Daily Pivots for day following 04-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-295	114-227	113-220
R3	114-117	114-049	113-171
R2	113-259	113-259	113-155
R1	113-191	113-191	113-138	113-225
PP	113-081	113-081	113-081	113-098
S1	113-013	113-013	113-106	113-047
S2	112-223	112-223	113-089
S3	112-045	112-155	113-073
S4	111-187	111-297	113-024

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-105	114-012	112-259
R3	113-218	113-125	112-202
R2	113-011	113-011	112-183
R1	112-238	112-238	112-164	112-284
PP	112-124	112-124	112-124	112-147
S1	112-031	112-031	112-126	112-078
S2	111-237	111-237	112-107
S3	111-030	111-144	112-088
S4	110-143	110-257	112-031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-150	112-015	1-135	1.3%	0-165	0.5%	94%	True	False	485,183
10	113-150	111-280	1-190	1.4%	0-165	0.5%	95%	True	False	581,850
20	113-150	111-025	2-125	2.1%	0-169	0.5%	96%	True	False	545,194
40	113-150	109-252	3-218	3.2%	0-195	0.5%	98%	True	False	588,726
60	113-150	108-150	5-000	4.4%	0-198	0.5%	98%	True	False	600,253
80	113-150	108-150	5-000	4.4%	0-205	0.6%	98%	True	False	553,488
100	113-150	108-150	5-000	4.4%	0-192	0.5%	98%	True	False	444,130
120	115-000	108-150	6-170	5.8%	0-165	0.5%	75%	False	False	370,182

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-266
2.618	114-296
1.618	114-118
1.000	114-008
0.618	113-260
HIGH	113-150
0.618	113-082
0.500	113-061
0.382	113-040
LOW	112-292
0.618	112-182
1.000	112-114
1.618	112-004
2.618	111-146
4.250	110-176

Fisher Pivots for day following 04-Sep-2008
Pivot	1 day	3 day
R1	113-102	113-061
PP	113-081	113-000
S1	113-061	112-258

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols