ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 111-170 111-310 0-140 0.4% 111-180
High 112-010 112-030 0-020 0.1% 112-070
Low 111-150 111-240 0-090 0.3% 111-100
Close 111-300 111-290 -0-010 0.0% 111-150
Range 0-180 0-110 -0-070 -38.9% 0-290
ATR 0-172 0-167 -0-004 -2.6% 0-000
Volume 94,407 363,506 269,099 285.0% 320,772
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-303 112-247 112-030
R3 112-193 112-137 112-000
R2 112-083 112-083 111-310
R1 112-027 112-027 111-300 112-000
PP 111-293 111-293 111-293 111-280
S1 111-237 111-237 111-280 111-210
S2 111-183 111-183 111-270
S3 111-073 111-127 111-260
S4 110-283 111-017 111-230
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% 0-162 0.5% 66% False False 138,977
10 112-070 110-290 1-100 1.2% 0-153 0.4% 76% False False 83,292
20 112-070 109-260 2-130 2.2% 0-158 0.4% 87% False False 43,346
40 112-070 109-050 3-020 2.7% 0-162 0.5% 90% False False 22,537
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113-178
2.618 112-318
1.618 112-208
1.000 112-140
0.618 112-098
HIGH 112-030
0.618 111-308
0.500 111-295
0.382 111-282
LOW 111-240
0.618 111-172
1.000 111-130
1.618 111-062
2.618 110-272
4.250 110-092
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 111-295 111-268
PP 111-293 111-247
S1 111-292 111-225

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

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