ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 24-Jul-2008
Day Change Summary
Previous Current
23-Jul-2008 24-Jul-2008 Change Change % Previous Week
Open 109-060 110-050 0-310 0.9% 110-260
High 109-150 110-090 0-260 0.7% 111-210
Low 109-050 110-050 1-000 0.9% 109-220
Close 109-090 110-050 0-280 0.8% 109-280
Range 0-100 0-040 -0-060 -60.0% 1-310
ATR 0-186 0-195 0-010 5.2% 0-000
Volume 4,876 1,048 -3,828 -78.5% 3,085
Daily Pivots for day following 24-Jul-2008
Classic Woodie Camarilla DeMark
R4 110-183 110-157 110-072
R3 110-143 110-117 110-061
R2 110-103 110-103 110-057
R1 110-077 110-077 110-054 110-070
PP 110-063 110-063 110-063 110-060
S1 110-037 110-037 110-046 110-030
S2 110-023 110-023 110-043
S3 109-303 109-317 110-039
S4 109-263 109-277 110-028
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
5 110-170 109-050 1-120 1.2% 0-170 0.5% 73% False False 2,166
10 111-210 109-050 2-160 2.3% 0-194 0.6% 40% False False 1,283
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 110-260
2.618 110-195
1.618 110-155
1.000 110-130
0.618 110-115
HIGH 110-090
0.618 110-075
0.500 110-070
0.382 110-065
LOW 110-050
0.618 110-025
1.000 110-010
1.618 109-305
2.618 109-265
4.250 109-200
Fisher Pivots for day following 24-Jul-2008
Pivot 1 day 3 day
R1 110-070 110-003
PP 110-063 109-277
S1 110-057 109-230

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

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