ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 109-250 110-140 0-210 0.6% 109-220
High 110-130 110-150 0-020 0.1% 110-130
Low 109-240 109-300 0-060 0.2% 109-050
Close 109-250 110-120 0-190 0.5% 109-250
Range 0-210 0-170 -0-040 -19.0% 1-080
ATR 0-196 0-198 0-002 0.9% 0-000
Volume 456 1,033 577 126.5% 10,128
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 111-273 111-207 110-214
R3 111-103 111-037 110-167
R2 110-253 110-253 110-151
R1 110-187 110-187 110-136 110-135
PP 110-083 110-083 110-083 110-058
S1 110-017 110-017 110-104 109-285
S2 109-233 109-233 110-089
S3 109-063 109-167 110-073
S4 108-213 108-317 110-026
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
5 110-150 109-050 1-100 1.2% 0-156 0.4% 93% True False 2,035
10 111-210 109-050 2-160 2.3% 0-165 0.5% 49% False False 1,335
20 111-210 109-050 2-160 2.3% 0-160 0.5% 49% False False 1,630
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-232
2.618 111-275
1.618 111-105
1.000 111-000
0.618 110-255
HIGH 110-150
0.618 110-085
0.500 110-065
0.382 110-045
LOW 109-300
0.618 109-195
1.000 109-130
1.618 109-025
2.618 108-175
4.250 107-218
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 110-102 110-092
PP 110-083 110-063
S1 110-065 110-035

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

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