ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 109-220 109-180 -0-040 -0.1% 110-260
High 110-030 110-090 0-060 0.2% 111-210
Low 109-170 109-150 -0-020 -0.1% 109-220
Close 109-290 109-210 -0-080 -0.2% 109-280
Range 0-180 0-260 0-080 44.4% 1-310
ATR 0-182 0-188 0-006 3.0% 0-000
Volume 982 2,766 1,784 181.7% 3,085
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-077 111-243 110-033
R3 111-137 110-303 109-282
R2 110-197 110-197 109-258
R1 110-043 110-043 109-234 110-120
PP 109-257 109-257 109-257 109-295
S1 109-103 109-103 109-186 109-180
S2 108-317 108-317 109-162
S3 108-057 108-163 109-138
S4 107-117 107-223 109-067
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
5 111-160 109-150 2-010 1.9% 0-198 0.6% 9% False True 1,187
10 111-210 109-150 2-060 2.0% 0-212 0.6% 9% False True 1,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-235
2.618 112-131
1.618 111-191
1.000 111-030
0.618 110-251
HIGH 110-090
0.618 109-311
0.500 109-280
0.382 109-249
LOW 109-150
0.618 108-309
1.000 108-210
1.618 108-049
2.618 107-109
4.250 106-005
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 109-280 110-000
PP 109-257 109-283
S1 109-233 109-247

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

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