ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 19-Aug-2008
Day Change Summary
Previous Current
18-Aug-2008 19-Aug-2008 Change Change % Previous Week
Open 111-180 111-270 0-090 0.3% 111-010
High 111-260 112-000 0-060 0.2% 111-270
Low 111-160 111-220 0-060 0.2% 110-180
Close 111-250 111-240 -0-010 0.0% 111-180
Range 0-100 0-100 0-000 0.0% 1-090
ATR 0-176 0-170 -0-005 -3.1% 0-000
Volume 28,891 54,908 26,017 90.1% 57,577
Daily Pivots for day following 19-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-240 112-180 111-295
R3 112-140 112-080 111-268
R2 112-040 112-040 111-258
R1 111-300 111-300 111-249 111-280
PP 111-260 111-260 111-260 111-250
S1 111-200 111-200 111-231 111-180
S2 111-160 111-160 111-222
S3 111-060 111-100 111-212
S4 110-280 111-000 111-185
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
5 112-000 110-290 1-030 1.0% 0-144 0.4% 77% True False 27,607
10 112-000 110-070 1-250 1.6% 0-163 0.5% 86% True False 15,915
20 112-000 109-050 2-270 2.5% 0-151 0.4% 91% True False 9,072
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 0-048
Fibonacci Retracements and Extensions
4.250 113-105
2.618 112-262
1.618 112-162
1.000 112-100
0.618 112-062
HIGH 112-000
0.618 111-282
0.500 111-270
0.382 111-258
LOW 111-220
0.618 111-158
1.000 111-120
1.618 111-058
2.618 110-278
4.250 110-115
Fisher Pivots for day following 19-Aug-2008
Pivot 1 day 3 day
R1 111-270 111-228
PP 111-260 111-217
S1 111-250 111-205

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

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