ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 112-230 113-057 0-147 0.4% 112-132
High 113-015 113-157 0-142 0.4% 113-317
Low 111-275 112-295 1-020 0.9% 112-047
Close 112-315 113-055 0-060 0.2% 113-065
Range 1-060 0-182 -0-198 -52.1% 1-270
ATR 0-206 0-204 -0-002 -0.8% 0-000
Volume 62,250 48,754 -13,496 -21.7% 602,130
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-288 114-194 113-155
R3 114-106 114-012 113-105
R2 113-244 113-244 113-088
R1 113-150 113-150 113-072 113-106
PP 113-062 113-062 113-062 113-040
S1 112-288 112-288 113-038 112-244
S2 112-200 112-200 113-022
S3 112-018 112-106 113-005
S4 111-156 111-244 112-275
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% 0-244 0.7% 62% False False 96,406
10 113-317 111-275 2-042 1.9% 0-205 0.6% 62% False False 429,825
20 113-317 111-120 2-197 2.3% 0-184 0.5% 69% False False 464,882
40 113-317 109-252 4-065 3.7% 0-197 0.5% 81% False False 540,981
60 113-317 108-157 5-160 4.9% 0-198 0.5% 85% False False 567,291
80 113-317 108-150 5-167 4.9% 0-208 0.6% 85% False False 553,533
100 113-317 108-150 5-167 4.9% 0-199 0.5% 85% False False 445,958
120 114-110 108-150 5-280 5.2% 0-173 0.5% 80% False False 371,705
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-056
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-290
2.618 114-313
1.618 114-131
1.000 114-019
0.618 113-269
HIGH 113-157
0.618 113-087
0.500 113-066
0.382 113-045
LOW 112-295
0.618 112-183
1.000 112-113
1.618 112-001
2.618 111-139
4.250 110-162
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 113-066 113-029
PP 113-062 113-002
S1 113-059 112-296

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

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