ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	112-000	111-292	-0-028	-0.1%	111-170
High	112-032	112-150	0-118	0.3%	112-050
Low	111-170	111-197	0-027	0.1%	111-150
Close	111-300	112-135	0-155	0.4%	111-300
Range	0-182	0-273	0-091	50.0%	0-220
ATR	0-165	0-173	0-008	4.7%	0-000
Volume	465,154	485,471	20,317	4.4%	2,064,942

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-233	114-137	112-285
R3	113-280	113-184	112-210
R2	113-007	113-007	112-185
R1	112-231	112-231	112-160	112-279
PP	112-054	112-054	112-054	112-078
S1	111-278	111-278	112-110	112-006
S2	111-101	111-101	112-085
S3	110-148	111-005	112-060
S4	109-195	110-052	111-305

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-293	113-197	112-101
R3	113-073	112-297	112-040
R2	112-173	112-173	112-020
R1	112-077	112-077	112-000	112-125
PP	111-273	111-273	111-273	111-298
S1	111-177	111-177	111-280	111-225
S2	111-053	111-053	111-260
S3	110-153	110-277	111-240
S4	109-253	110-057	111-179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-150	111-170	0-300	0.8%	0-171	0.5%	95%	True	False	491,201
10	112-150	111-100	1-050	1.0%	0-166	0.5%	96%	True	False	284,229
20	112-150	110-070	2-080	2.0%	0-164	0.5%	98%	True	False	147,404
40	112-150	109-050	3-100	2.9%	0-168	0.5%	99%	True	False	74,509

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	116-030
2.618	114-225
1.618	113-272
1.000	113-103
0.618	112-319
HIGH	112-150
0.618	112-046
0.500	112-014
0.382	111-301
LOW	111-197
0.618	111-028
1.000	110-244
1.618	110-075
2.618	109-122
4.250	107-317

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	112-094	112-090
PP	112-054	112-045
S1	112-014	112-000

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols