ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 08-Sep-2008
Day Change Summary
Previous Current
05-Sep-2008 08-Sep-2008 Change Change % Previous Week
Open 113-170 112-230 -0-260 -0.7% 112-132
High 113-317 113-015 -0-302 -0.8% 113-317
Low 112-260 111-275 -0-305 -0.8% 112-047
Close 113-065 112-315 -0-070 -0.2% 113-065
Range 1-057 1-060 0-003 0.8% 1-270
ATR 0-189 0-206 0-017 9.1% 0-000
Volume 71,782 62,250 -9,532 -13.3% 602,130
Daily Pivots for day following 08-Sep-2008
Classic Woodie Camarilla DeMark
R4 116-062 115-248 113-204
R3 115-002 114-188 113-100
R2 113-262 113-262 113-065
R1 113-128 113-128 113-030 113-195
PP 112-202 112-202 112-202 112-235
S1 112-068 112-068 112-280 112-135
S2 111-142 111-142 112-245
S3 110-082 111-008 112-210
S4 109-022 109-268 112-106
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 118-206 117-246 114-070
R3 116-256 115-296 113-227
R2 114-306 114-306 113-173
R1 114-026 114-026 113-119 114-166
PP 113-036 113-036 113-036 113-106
S1 112-076 112-076 113-011 112-216
S2 111-086 111-086 112-277
S3 109-136 110-126 112-223
S4 107-186 108-176 112-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-317 111-275 2-042 1.9% 0-258 0.7% 53% False True 132,876
10 113-317 111-275 2-042 1.9% 0-206 0.6% 53% False True 481,380
20 113-317 111-047 2-270 2.5% 0-186 0.5% 65% False False 491,193
40 113-317 109-252 4-065 3.7% 0-202 0.6% 76% False False 561,813
60 113-317 108-150 5-167 4.9% 0-200 0.6% 82% False False 577,941
80 113-317 108-150 5-167 4.9% 0-208 0.6% 82% False False 554,545
100 113-317 108-150 5-167 4.9% 0-199 0.6% 82% False False 445,470
120 115-000 108-150 6-170 5.8% 0-171 0.5% 69% False False 371,299
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 0-050
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 118-030
2.618 116-050
1.618 114-310
1.000 114-075
0.618 113-250
HIGH 113-015
0.618 112-190
0.500 112-145
0.382 112-100
LOW 111-275
0.618 111-040
1.000 110-215
1.618 109-300
2.618 108-240
4.250 106-260
Fisher Pivots for day following 08-Sep-2008
Pivot 1 day 3 day
R1 112-258 112-309
PP 112-202 112-302
S1 112-145 112-296

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

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