ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 111-270 111-250 -0-020 -0.1% 111-010
High 112-000 112-050 0-050 0.1% 111-270
Low 111-220 111-200 -0-020 -0.1% 110-180
Close 111-240 112-020 0-100 0.3% 111-180
Range 0-100 0-170 0-070 70.0% 1-090
ATR 0-170 0-170 0-000 0.0% 0-000
Volume 54,908 55,821 913 1.7% 57,577
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-173 113-107 112-114
R3 113-003 112-257 112-067
R2 112-153 112-153 112-051
R1 112-087 112-087 112-036 112-120
PP 111-303 111-303 111-303 112-000
S1 111-237 111-237 112-004 111-270
S2 111-133 111-133 111-309
S3 110-283 111-067 111-293
S4 110-113 110-217 111-246
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
5 112-050 110-290 1-080 1.1% 0-144 0.4% 93% True False 37,201
10 112-050 110-180 1-190 1.4% 0-160 0.4% 94% True False 20,875
20 112-050 109-240 2-130 2.1% 0-154 0.4% 96% True False 11,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-132
2.618 113-175
1.618 113-005
1.000 112-220
0.618 112-155
HIGH 112-050
0.618 111-305
0.500 111-285
0.382 111-265
LOW 111-200
0.618 111-095
1.000 111-030
1.618 110-245
2.618 110-075
4.250 109-118
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 112-002 111-315
PP 111-303 111-290
S1 111-285 111-265

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

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