ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 109-280 109-220 -0-060 -0.2% 110-260
High 110-170 110-030 -0-140 -0.4% 111-210
Low 109-220 109-170 -0-050 -0.1% 109-220
Close 109-280 109-290 0-010 0.0% 109-280
Range 0-270 0-180 -0-090 -33.3% 1-310
ATR 0-182 0-182 0-000 -0.1% 0-000
Volume 1,160 982 -178 -15.3% 3,085
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 111-170 111-090 110-069
R3 110-310 110-230 110-020
R2 110-130 110-130 110-003
R1 110-050 110-050 109-306 110-090
PP 109-270 109-270 109-270 109-290
S1 109-190 109-190 109-274 109-230
S2 109-090 109-090 109-257
S3 108-230 109-010 109-240
S4 108-050 108-150 109-191
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-100 115-020 110-306
R3 114-110 113-030 110-133
R2 112-120 112-120 110-076
R1 111-040 111-040 110-018 110-245
PP 110-130 110-130 110-130 110-072
S1 109-050 109-050 109-222 108-255
S2 108-140 108-140 109-164
S3 106-150 107-060 109-107
S4 104-160 105-070 108-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-210 109-170 2-040 1.9% 0-174 0.5% 18% False True 634
10 111-210 109-170 2-040 1.9% 0-188 0.5% 18% False True 876
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-155
2.618 111-181
1.618 111-001
1.000 110-210
0.618 110-141
HIGH 110-030
0.618 109-281
0.500 109-260
0.382 109-239
LOW 109-170
0.618 109-059
1.000 108-310
1.618 108-199
2.618 108-019
4.250 107-045
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 109-280 110-010
PP 109-270 109-317
S1 109-260 109-303

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

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