ECBOT 5 Year T-Note Future September 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 112-140 112-132 -0-008 0.0% 112-025
High 112-187 112-297 0-110 0.3% 112-217
Low 112-015 112-047 0-032 0.1% 112-010
Close 112-145 112-285 0-140 0.4% 112-145
Range 0-172 0-250 0-078 45.3% 0-207
ATR 0-174 0-179 0-005 3.1% 0-000
Volume 841,680 231,101 -610,579 -72.5% 4,149,426
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 115-000 114-232 113-102
R3 114-070 113-302 113-034
R2 113-140 113-140 113-011
R1 113-052 113-052 112-308 113-096
PP 112-210 112-210 112-210 112-232
S1 112-122 112-122 112-262 112-166
S2 111-280 111-280 112-239
S3 111-030 111-192 112-216
S4 110-100 110-262 112-148
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-105 114-012 112-259
R3 113-218 113-125 112-202
R2 113-011 113-011 112-183
R1 112-238 112-238 112-164 112-284
PP 112-124 112-124 112-124 112-147
S1 112-031 112-031 112-126 112-078
S2 111-237 111-237 112-107
S3 111-030 111-144 112-088
S4 110-143 110-257 112-031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-297 112-015 0-282 0.8% 0-165 0.5% 96% True False 763,244
10 112-297 111-280 1-017 0.9% 0-164 0.5% 96% True False 647,100
20 112-297 110-265 2-032 1.9% 0-170 0.5% 98% True False 576,192
40 112-297 109-252 3-045 2.8% 0-197 0.5% 99% True False 612,401
60 112-297 108-150 4-147 4.0% 0-205 0.6% 99% True False 624,782
80 112-297 108-150 4-147 4.0% 0-206 0.6% 99% True False 550,143
100 113-200 108-150 5-050 4.6% 0-191 0.5% 86% False False 441,139
120 115-000 108-150 6-170 5.8% 0-163 0.5% 68% False False 367,688
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 0-042
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 116-080
2.618 114-312
1.618 114-062
1.000 113-227
0.618 113-132
HIGH 112-297
0.618 112-202
0.500 112-172
0.382 112-142
LOW 112-047
0.618 111-212
1.000 111-117
1.618 110-282
2.618 110-032
4.250 108-264
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 112-247 112-242
PP 112-210 112-199
S1 112-172 112-156

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

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