ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 113-057 113-077 0-020 0.1% 112-132
High 113-157 113-240 0-083 0.2% 113-317
Low 112-295 113-057 0-082 0.2% 112-047
Close 113-055 113-092 0-037 0.1% 113-065
Range 0-182 0-183 0-001 0.5% 1-270
ATR 0-204 0-203 -0-001 -0.7% 0-000
Volume 48,754 26,889 -21,865 -44.8% 602,130
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 115-039 114-248 113-193
R3 114-176 114-065 113-142
R2 113-313 113-313 113-126
R1 113-202 113-202 113-109 113-258
PP 113-130 113-130 113-130 113-157
S1 113-019 113-019 113-075 113-074
S2 112-267 112-267 113-058
S3 112-084 112-156 113-042
S4 111-221 111-293 112-311
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% 0-260 0.7% 67% False False 64,379
10 113-317 111-275 2-042 1.9% 0-212 0.6% 67% False False 357,897
20 113-317 111-167 2-150 2.2% 0-183 0.5% 72% False False 446,790
40 113-317 109-252 4-065 3.7% 0-195 0.5% 83% False False 523,189
60 113-317 108-160 5-157 4.8% 0-199 0.6% 87% False False 556,141
80 113-317 108-150 5-167 4.9% 0-208 0.6% 87% False False 552,859
100 113-317 108-150 5-167 4.9% 0-200 0.6% 87% False False 446,227
120 114-110 108-150 5-280 5.2% 0-174 0.5% 82% False False 371,929
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 0-054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-058
2.618 115-079
1.618 114-216
1.000 114-103
0.618 114-033
HIGH 113-240
0.618 113-170
0.500 113-148
0.382 113-127
LOW 113-057
0.618 112-264
1.000 112-194
1.618 112-081
2.618 111-218
4.250 110-239
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 113-148 113-040
PP 113-130 112-309
S1 113-111 112-258

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

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