ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 111-000 110-260 -0-060 -0.2% 110-140
High 111-030 110-290 -0-060 -0.2% 111-010
Low 110-260 110-200 -0-060 -0.2% 109-260
Close 110-260 110-230 -0-030 -0.1% 110-290
Range 0-090 0-090 0-000 0.0% 1-070
ATR 0-184 0-177 -0-007 -3.7% 0-000
Volume 269 1,550 1,281 476.2% 14,091
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 111-190 111-140 110-280
R3 111-100 111-050 110-255
R2 111-010 111-010 110-246
R1 110-280 110-280 110-238 110-260
PP 110-240 110-240 110-240 110-230
S1 110-190 110-190 110-222 110-170
S2 110-150 110-150 110-214
S3 110-060 110-100 110-205
S4 109-290 110-010 110-180
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-077 113-253 111-184
R3 113-007 112-183 111-077
R2 111-257 111-257 111-042
R1 111-113 111-113 111-006 111-185
PP 110-187 110-187 110-187 110-222
S1 110-043 110-043 110-254 110-115
S2 109-117 109-117 110-218
S3 108-047 108-293 110-183
S4 106-297 107-223 110-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-030 109-260 1-090 1.2% 0-142 0.4% 71% False False 2,579
10 111-030 109-050 1-300 1.7% 0-139 0.4% 81% False False 2,229
20 111-210 109-050 2-160 2.3% 0-176 0.5% 63% False False 1,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Fibonacci Retracements and Extensions
4.250 112-032
2.618 111-206
1.618 111-116
1.000 111-060
0.618 111-026
HIGH 110-290
0.618 110-256
0.500 110-245
0.382 110-234
LOW 110-200
0.618 110-144
1.000 110-110
1.618 110-054
2.618 109-284
4.250 109-138
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 110-245 110-275
PP 110-240 110-260
S1 110-235 110-245

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

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