ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 111-090 111-180 0-090 0.3% 111-010
High 111-270 111-260 -0-010 0.0% 111-270
Low 111-090 111-160 0-070 0.2% 110-180
Close 111-180 111-250 0-070 0.2% 111-180
Range 0-180 0-100 -0-080 -44.4% 1-090
ATR 0-181 0-176 -0-006 -3.2% 0-000
Volume 41,146 28,891 -12,255 -29.8% 57,577
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-203 112-167 111-305
R3 112-103 112-067 111-278
R2 112-003 112-003 111-268
R1 111-287 111-287 111-259 111-305
PP 111-223 111-223 111-223 111-232
S1 111-187 111-187 111-241 111-205
S2 111-123 111-123 111-232
S3 111-023 111-087 111-222
S4 110-243 110-307 111-195
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
5 111-270 110-270 1-000 0.9% 0-158 0.4% 94% False False 16,708
10 111-270 110-070 1-200 1.5% 0-162 0.5% 96% False False 10,579
20 111-270 109-050 2-220 2.4% 0-159 0.4% 98% False False 6,464
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 113-045
2.618 112-202
1.618 112-102
1.000 112-040
0.618 112-002
HIGH 111-260
0.618 111-222
0.500 111-210
0.382 111-198
LOW 111-160
0.618 111-098
1.000 111-060
1.618 110-318
2.618 110-218
4.250 110-055
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 111-237 111-207
PP 111-223 111-163
S1 111-210 111-120

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

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