ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 111-060 111-020 -0-040 -0.1% 111-000
High 111-160 111-140 -0-020 -0.1% 111-120
Low 110-310 110-290 -0-020 -0.1% 110-070
Close 111-020 111-120 0-100 0.3% 111-000
Range 0-170 0-170 0-000 0.0% 1-050
ATR 0-182 0-182 -0-001 -0.5% 0-000
Volume 7,852 5,241 -2,611 -33.3% 19,594
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-267 112-203 111-214
R3 112-097 112-033 111-167
R2 111-247 111-247 111-151
R1 111-183 111-183 111-136 111-215
PP 111-077 111-077 111-077 111-092
S1 111-013 111-013 111-104 111-045
S2 110-227 110-227 111-089
S3 110-057 110-163 111-073
S4 109-207 109-313 111-026
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-107 113-263 111-204
R3 113-057 112-213 111-102
R2 112-007 112-007 111-068
R1 111-163 111-163 111-034 111-185
PP 110-277 110-277 110-277 110-288
S1 110-113 110-113 110-286 110-135
S2 109-227 109-227 110-252
S3 108-177 109-063 110-218
S4 107-127 108-013 110-116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-160 110-180 0-300 0.8% 0-168 0.5% 87% False False 3,671
10 111-160 110-070 1-090 1.2% 0-155 0.4% 90% False False 3,754
20 111-160 109-050 2-110 2.1% 0-168 0.5% 95% False False 3,070
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Fibonacci Retracements and Extensions
4.250 113-222
2.618 112-265
1.618 112-095
1.000 111-310
0.618 111-245
HIGH 111-140
0.618 111-075
0.500 111-055
0.382 111-035
LOW 110-290
0.618 110-185
1.000 110-120
1.618 110-015
2.618 109-165
4.250 108-208
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 111-098 111-098
PP 111-077 111-077
S1 111-055 111-055

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

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