ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 112-040 112-132 0-092 0.3% 111-292
High 112-185 113-002 0-137 0.4% 113-175
Low 111-062 112-017 0-275 0.8% 111-197
Close 112-160 112-275 0-115 0.3% 112-237
Range 1-123 0-305 -0-138 -31.2% 1-298
ATR 0-209 0-216 0-007 3.3% 0-000
Volume 795,115 1,025,488 230,373 29.0% 2,291,145
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 115-160 115-042 113-123
R3 114-175 114-057 113-039
R2 113-190 113-190 113-011
R1 113-072 113-072 112-303 113-131
PP 112-205 112-205 112-205 112-234
S1 112-087 112-087 112-247 112-146
S2 111-220 111-220 112-219
S3 110-235 111-102 112-191
S4 109-250 110-117 112-107
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
5 113-175 111-062 2-113 2.1% 0-291 0.8% 71% False False 725,255
10 113-175 111-062 2-113 2.1% 0-231 0.6% 71% False False 608,228
20 113-175 110-270 2-225 2.4% 0-195 0.5% 75% False False 327,605
40 113-175 109-050 4-125 3.9% 0-179 0.5% 84% False False 165,026
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 0-074
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-018
2.618 115-160
1.618 114-175
1.000 113-307
0.618 113-190
HIGH 113-002
0.618 112-205
0.500 112-170
0.382 112-134
LOW 112-017
0.618 111-149
1.000 111-032
1.618 110-164
2.618 109-179
4.250 108-001
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 112-240 112-223
PP 112-205 112-171
S1 112-170 112-118

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

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