ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 112-192 113-020 0-148 0.4% 111-292
High 113-010 113-175 0-165 0.5% 113-175
Low 112-137 112-100 -0-037 -0.1% 111-197
Close 112-297 112-237 -0-060 -0.2% 112-237
Range 0-193 1-075 0-202 104.7% 1-298
ATR 0-171 0-187 0-016 9.4% 0-000
Volume 547,704 546,169 -1,535 -0.3% 2,291,145
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 116-182 115-285 113-134
R3 115-107 114-210 113-026
R2 114-032 114-032 112-309
R1 113-135 113-135 112-273 113-046
PP 112-277 112-277 112-277 112-233
S1 112-060 112-060 112-201 111-291
S2 111-202 111-202 112-165
S3 110-127 110-305 112-128
S4 109-052 109-230 112-020
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 118-137 117-165 113-257
R3 116-159 115-187 113-087
R2 114-181 114-181 113-030
R1 113-209 113-209 112-294 114-035
PP 112-203 112-203 112-203 112-276
S1 111-231 111-231 112-180 112-057
S2 110-225 110-225 112-124
S3 108-247 109-253 112-067
S4 106-269 107-275 111-217
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-175 111-170 2-005 1.8% 0-233 0.6% 60% True False 551,259
10 113-175 111-100 2-075 2.0% 0-192 0.5% 64% True False 443,144
20 113-175 110-180 2-315 2.6% 0-174 0.5% 73% True False 236,818
40 113-175 109-050 4-125 3.9% 0-177 0.5% 82% True False 119,535
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 118-254
2.618 116-249
1.618 115-174
1.000 114-250
0.618 114-099
HIGH 113-175
0.618 113-024
0.500 112-298
0.382 112-251
LOW 112-100
0.618 111-176
1.000 111-025
1.618 110-101
2.618 109-026
4.250 107-021
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 112-298 112-298
PP 112-277 112-277
S1 112-257 112-257

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

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