ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 112-265 112-295 0-030 0.1% 112-025
High 113-047 113-150 0-103 0.3% 112-217
Low 112-262 112-292 0-030 0.1% 112-010
Close 113-042 113-122 0-080 0.2% 112-145
Range 0-105 0-178 0-073 69.5% 0-207
ATR 0-174 0-174 0-000 0.2% 0-000
Volume 187,026 112,221 -74,805 -40.0% 4,149,426
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-295 114-227 113-220
R3 114-117 114-049 113-171
R2 113-259 113-259 113-155
R1 113-191 113-191 113-138 113-225
PP 113-081 113-081 113-081 113-098
S1 113-013 113-013 113-106 113-047
S2 112-223 112-223 113-089
S3 112-045 112-155 113-073
S4 111-187 111-297 113-024
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
5 113-150 112-015 1-135 1.3% 0-165 0.5% 94% True False 485,183
10 113-150 111-280 1-190 1.4% 0-165 0.5% 95% True False 581,850
20 113-150 111-025 2-125 2.1% 0-169 0.5% 96% True False 545,194
40 113-150 109-252 3-218 3.2% 0-195 0.5% 98% True False 588,726
60 113-150 108-150 5-000 4.4% 0-198 0.5% 98% True False 600,253
80 113-150 108-150 5-000 4.4% 0-205 0.6% 98% True False 553,488
100 113-150 108-150 5-000 4.4% 0-192 0.5% 98% True False 444,130
120 115-000 108-150 6-170 5.8% 0-165 0.5% 75% False False 370,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-266
2.618 114-296
1.618 114-118
1.000 114-008
0.618 113-260
HIGH 113-150
0.618 113-082
0.500 113-061
0.382 113-040
LOW 112-292
0.618 112-182
1.000 112-114
1.618 112-004
2.618 111-146
4.250 110-176
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 113-102 113-061
PP 113-081 113-000
S1 113-061 112-258

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

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