ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 110-110 110-260 0-150 0.4% 110-180
High 111-090 111-020 -0-070 -0.2% 111-130
Low 110-070 110-010 -0-060 -0.2% 110-070
Close 110-110 110-260 0-150 0.4% 110-110
Range 1-020 1-010 -0-010 -2.9% 1-060
ATR
Volume 81 896 815 1,006.2% 5,679
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-233 113-097 111-122
R3 112-223 112-087 111-031
R2 111-213 111-213 111-000
R1 111-077 111-077 110-290 111-105
PP 110-203 110-203 110-203 110-218
S1 110-067 110-067 110-230 110-095
S2 109-193 109-193 110-200
S3 108-183 109-057 110-169
S4 107-173 108-047 110-078
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-070 113-150 110-319
R3 113-010 112-090 110-214
R2 111-270 111-270 110-180
R1 111-030 111-030 110-145 110-280
PP 110-210 110-210 110-210 110-175
S1 109-290 109-290 110-075 109-220
S2 109-150 109-150 110-040
S3 108-090 108-230 110-006
S4 107-030 107-170 109-221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-130 110-010 1-120 1.2% 0-202 0.6% 57% False True 1,119
10 111-130 109-270 1-180 1.4% 0-154 0.4% 62% False False 1,925
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-142
2.618 113-244
1.618 112-234
1.000 112-030
0.618 111-224
HIGH 111-020
0.618 110-214
0.500 110-175
0.382 110-136
LOW 110-010
0.618 109-126
1.000 109-000
1.618 108-116
2.618 107-106
4.250 105-208
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 110-232 110-250
PP 110-203 110-240
S1 110-175 110-230

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

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