ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 110-050 109-250 -0-120 -0.3% 109-220
High 110-090 110-130 0-040 0.1% 110-130
Low 110-050 109-240 -0-130 -0.4% 109-050
Close 110-050 109-250 -0-120 -0.3% 109-250
Range 0-040 0-210 0-170 425.0% 1-080
ATR 0-195 0-196 0-001 0.5% 0-000
Volume 1,048 456 -592 -56.5% 10,128
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 111-303 111-167 110-046
R3 111-093 110-277 109-308
R2 110-203 110-203 109-288
R1 110-067 110-067 109-269 110-035
PP 109-313 109-313 109-313 109-298
S1 109-177 109-177 109-231 109-145
S2 109-103 109-103 109-212
S3 108-213 108-287 109-192
S4 108-003 108-077 109-134
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 113-170 112-290 110-150
R3 112-090 111-210 110-040
R2 111-010 111-010 110-003
R1 110-130 110-130 109-287 110-230
PP 109-250 109-250 109-250 109-300
S1 109-050 109-050 109-213 109-150
S2 108-170 108-170 109-177
S3 107-090 107-290 109-140
S4 106-010 106-210 109-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110-130 109-050 1-080 1.1% 0-158 0.4% 50% True False 2,025
10 111-210 109-050 2-160 2.3% 0-181 0.5% 25% False False 1,321
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 0-029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113-062
2.618 112-040
1.618 111-150
1.000 111-020
0.618 110-260
HIGH 110-130
0.618 110-050
0.500 110-025
0.382 110-000
LOW 109-240
0.618 109-110
1.000 109-030
1.618 108-220
2.618 108-010
4.250 106-308
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 110-025 109-250
PP 109-313 109-250
S1 109-282 109-250

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

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