ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 07-Aug-2008

Day Change Summary
	Previous	Current
	06-Aug-2008	07-Aug-2008	Change	Change %	Previous Week
Open	110-200	111-010	0-130	0.4%	110-140
High	110-270	111-110	0-160	0.5%	111-010
Low	110-070	110-220	0-150	0.4%	109-260
Close	110-160	111-070	0-230	0.7%	110-290
Range	0-200	0-210	0-010	5.0%	1-070
ATR	0-179	0-186	0-006	3.6%	0-000
Volume	6,217	9,631	3,414	54.9%	14,091

Daily Pivots for day following 07-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-017	112-253	111-186
R3	112-127	112-043	111-128
R2	111-237	111-237	111-108
R1	111-153	111-153	111-089	111-195
PP	111-027	111-027	111-027	111-048
S1	110-263	110-263	111-051	110-305
S2	110-137	110-137	111-032
S3	109-247	110-053	111-012
S4	109-037	109-163	110-274

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	111-110	110-070	1-040	1.0%	0-142	0.4%	89%	True	False	3,837
10	111-110	109-240	1-190	1.4%	0-166	0.5%	92%	True	False	3,221
20	111-210	109-050	2-160	2.2%	0-180	0.5%	83%	False	False	2,252

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-042
2.618	113-020
1.618	112-130
1.000	112-000
0.618	111-240
HIGH	111-110
0.618	111-030
0.500	111-005
0.382	110-300
LOW	110-220
0.618	110-090
1.000	110-010
1.618	109-200
2.618	108-310
4.250	107-288

Fisher Pivots for day following 07-Aug-2008
Pivot	1 day	3 day
R1	111-048	111-023
PP	111-027	110-297
S1	111-005	110-250

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols