ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 111-292 112-135 0-163 0.5% 111-170
High 112-150 112-222 0-072 0.2% 112-050
Low 111-197 112-102 0-225 0.6% 111-150
Close 112-135 112-212 0-077 0.2% 111-300
Range 0-273 0-120 -0-153 -56.0% 0-220
ATR 0-173 0-169 -0-004 -2.2% 0-000
Volume 485,471 711,801 226,330 46.6% 2,064,942
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 113-219 113-175 112-278
R3 113-099 113-055 112-245
R2 112-299 112-299 112-234
R1 112-255 112-255 112-223 112-277
PP 112-179 112-179 112-179 112-190
S1 112-135 112-135 112-201 112-157
S2 112-059 112-059 112-190
S3 111-259 112-015 112-179
S4 111-139 111-215 112-146
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
5 112-222 111-170 1-052 1.0% 0-173 0.5% 97% True False 560,860
10 112-222 111-100 1-122 1.2% 0-168 0.5% 98% True False 349,918
20 112-222 110-070 2-152 2.2% 0-165 0.5% 99% True False 182,916
40 112-222 109-050 3-172 3.1% 0-170 0.5% 99% True False 92,302
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 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-092
2.618 113-216
1.618 113-096
1.000 113-022
0.618 112-296
HIGH 112-222
0.618 112-176
0.500 112-162
0.382 112-148
LOW 112-102
0.618 112-028
1.000 111-302
1.618 111-228
2.618 111-108
4.250 110-232
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 112-195 112-153
PP 112-179 112-095
S1 112-162 112-036

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

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