ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 110-060 110-100 0-040 0.1% 109-220
High 110-120 110-290 0-170 0.5% 110-130
Low 109-260 110-060 0-120 0.3% 109-050
Close 110-060 110-230 0-170 0.5% 109-250
Range 0-180 0-230 0-050 27.8% 1-080
ATR 0-194 0-197 0-003 1.3% 0-000
Volume 1,433 8,122 6,689 466.8% 10,128
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-243 112-147 111-036
R3 112-013 111-237 110-293
R2 111-103 111-103 110-272
R1 111-007 111-007 110-251 111-055
PP 110-193 110-193 110-193 110-218
S1 110-097 110-097 110-209 110-145
S2 109-283 109-283 110-188
S3 109-053 109-187 110-167
S4 108-143 108-277 110-104
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
5 110-290 109-240 1-050 1.0% 0-190 0.5% 84% True False 2,605
10 110-290 109-050 1-240 1.6% 0-180 0.5% 89% True False 2,385
20 111-210 109-050 2-160 2.3% 0-175 0.5% 63% False False 1,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 113-308
2.618 112-252
1.618 112-022
1.000 111-200
0.618 111-112
HIGH 110-290
0.618 110-202
0.500 110-175
0.382 110-148
LOW 110-060
0.618 109-238
1.000 109-150
1.618 109-008
2.618 108-098
4.250 107-042
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 110-212 110-192
PP 110-193 110-153
S1 110-175 110-115

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

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