ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 111-020 111-090 0-070 0.2% 111-010
High 111-140 111-270 0-130 0.4% 111-270
Low 110-290 111-090 0-120 0.3% 110-180
Close 111-120 111-180 0-060 0.2% 111-180
Range 0-170 0-180 0-010 5.9% 1-090
ATR 0-182 0-181 0-000 -0.1% 0-000
Volume 5,241 41,146 35,905 685.1% 57,577
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-080 112-310 111-279
R3 112-220 112-130 111-230
R2 112-040 112-040 111-213
R1 111-270 111-270 111-196 111-315
PP 111-180 111-180 111-180 111-202
S1 111-090 111-090 111-164 111-135
S2 111-000 111-000 111-147
S3 110-140 110-230 111-130
S4 109-280 110-050 111-081
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-053 114-207 112-086
R3 113-283 113-117 111-293
R2 112-193 112-193 111-255
R1 112-027 112-027 111-218 112-110
PP 111-103 111-103 111-103 111-145
S1 110-257 110-257 111-142 111-020
S2 110-013 110-013 111-105
S3 108-243 109-167 111-067
S4 107-153 108-077 110-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-270 110-180 1-090 1.1% 0-178 0.5% 78% True False 11,515
10 111-270 110-070 1-200 1.5% 0-161 0.5% 83% True False 7,717
20 111-270 109-050 2-220 2.4% 0-163 0.5% 90% True False 5,069
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-047
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-075
2.618 113-101
1.618 112-241
1.000 112-130
0.618 112-061
HIGH 111-270
0.618 111-201
0.500 111-180
0.382 111-159
LOW 111-090
0.618 110-299
1.000 110-230
1.618 110-119
2.618 109-259
4.250 108-285
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 111-180 111-160
PP 111-180 111-140
S1 111-180 111-120

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

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