ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 28-Aug-2008
Day Change Summary
Previous Current
27-Aug-2008 28-Aug-2008 Change Change % Previous Week
Open 111-300 112-040 0-060 0.2% 111-180
High 112-050 112-040 -0-010 0.0% 112-070
Low 111-190 111-250 0-060 0.2% 111-100
Close 112-020 111-300 -0-040 -0.1% 111-150
Range 0-180 0-110 -0-070 -38.9% 0-290
ATR 0-168 0-164 -0-004 -2.5% 0-000
Volume 563,644 578,231 14,587 2.6% 320,772
Daily Pivots for day following 28-Aug-2008
Classic Woodie Camarilla DeMark
R4 112-313 112-257 112-040
R3 112-203 112-147 112-010
R2 112-093 112-093 112-000
R1 112-037 112-037 111-310 112-010
PP 111-303 111-303 111-303 111-290
S1 111-247 111-247 111-290 111-220
S2 111-193 111-193 111-280
S3 111-083 111-137 111-270
S4 110-293 111-027 111-240
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
5 112-050 111-100 0-270 0.8% 0-152 0.4% 74% False False 335,029
10 112-070 111-090 0-300 0.8% 0-148 0.4% 70% False False 196,170
20 112-070 110-070 2-000 1.8% 0-152 0.4% 86% False False 99,962
40 112-070 109-050 3-020 2.7% 0-163 0.5% 91% False False 50,882
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113-188
2.618 113-008
1.618 112-218
1.000 112-150
0.618 112-108
HIGH 112-040
0.618 111-318
0.500 111-305
0.382 111-292
LOW 111-250
0.618 111-182
1.000 111-140
1.618 111-072
2.618 110-282
4.250 110-102
Fisher Pivots for day following 28-Aug-2008
Pivot 1 day 3 day
R1 111-305 111-293
PP 111-303 111-287
S1 111-302 111-280

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

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