ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 111-260 111-170 -0-090 -0.3% 111-180
High 111-280 112-010 0-050 0.1% 112-070
Low 111-100 111-150 0-050 0.1% 111-100
Close 111-150 111-300 0-150 0.4% 111-150
Range 0-180 0-180 0-000 0.0% 0-290
ATR 0-171 0-172 0-001 0.4% 0-000
Volume 75,357 94,407 19,050 25.3% 320,772
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-160 113-090 112-079
R3 112-300 112-230 112-030
R2 112-120 112-120 112-013
R1 112-050 112-050 111-316 112-085
PP 111-260 111-260 111-260 111-278
S1 111-190 111-190 111-284 111-225
S2 111-080 111-080 111-267
S3 110-220 111-010 111-250
S4 110-040 110-150 111-201
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-123 113-267 111-310
R3 113-153 112-297 111-230
R2 112-183 112-183 111-203
R1 112-007 112-007 111-177 111-270
PP 111-213 111-213 111-213 111-185
S1 111-037 111-037 111-123 110-300
S2 110-243 110-243 111-097
S3 109-273 110-067 111-070
S4 108-303 109-097 110-310
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-070 111-100 0-290 0.8% 0-160 0.4% 69% False False 77,257
10 112-070 110-270 1-120 1.2% 0-159 0.4% 80% False False 46,983
20 112-070 109-260 2-130 2.1% 0-160 0.4% 88% False False 25,270
40 112-070 109-050 3-020 2.7% 0-160 0.4% 91% False False 13,450
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 0-039
Fibonacci Retracements and Extensions
4.250 114-135
2.618 113-161
1.618 112-301
1.000 112-190
0.618 112-121
HIGH 112-010
0.618 111-261
0.500 111-240
0.382 111-219
LOW 111-150
0.618 111-039
1.000 110-290
1.618 110-179
2.618 109-319
4.250 109-025
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 111-280 111-282
PP 111-260 111-263
S1 111-240 111-245

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

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