ECBOT 5 Year T-Note Future December 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 112-000 111-292 -0-028 -0.1% 111-170
High 112-032 112-150 0-118 0.3% 112-050
Low 111-170 111-197 0-027 0.1% 111-150
Close 111-300 112-135 0-155 0.4% 111-300
Range 0-182 0-273 0-091 50.0% 0-220
ATR 0-165 0-173 0-008 4.7% 0-000
Volume 465,154 485,471 20,317 4.4% 2,064,942
Daily Pivots for day following 02-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-233 114-137 112-285
R3 113-280 113-184 112-210
R2 113-007 113-007 112-185
R1 112-231 112-231 112-160 112-279
PP 112-054 112-054 112-054 112-078
S1 111-278 111-278 112-110 112-006
S2 111-101 111-101 112-085
S3 110-148 111-005 112-060
S4 109-195 110-052 111-305
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 113-293 113-197 112-101
R3 113-073 112-297 112-040
R2 112-173 112-173 112-020
R1 112-077 112-077 112-000 112-125
PP 111-273 111-273 111-273 111-298
S1 111-177 111-177 111-280 111-225
S2 111-053 111-053 111-260
S3 110-153 110-277 111-240
S4 109-253 110-057 111-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-150 111-170 0-300 0.8% 0-171 0.5% 95% True False 491,201
10 112-150 111-100 1-050 1.0% 0-166 0.5% 96% True False 284,229
20 112-150 110-070 2-080 2.0% 0-164 0.5% 98% True False 147,404
40 112-150 109-050 3-100 2.9% 0-168 0.5% 99% True False 74,509
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 0-043
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 116-030
2.618 114-225
1.618 113-272
1.000 113-103
0.618 112-319
HIGH 112-150
0.618 112-046
0.500 112-014
0.382 111-301
LOW 111-197
0.618 111-028
1.000 110-244
1.618 110-075
2.618 109-122
4.250 107-317
Fisher Pivots for day following 02-Sep-2008
Pivot 1 day 3 day
R1 112-094 112-090
PP 112-054 112-045
S1 112-014 112-000

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

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