ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 112-132 112-317 0-185 0.5% 111-292
High 113-002 113-022 0-020 0.1% 113-175
Low 112-017 112-130 0-113 0.3% 111-197
Close 112-275 112-222 -0-053 -0.1% 112-237
Range 0-305 0-212 -0-093 -30.5% 1-298
ATR 0-216 0-215 0-000 -0.1% 0-000
Volume 1,025,488 834,870 -190,618 -18.6% 2,291,145
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-227 114-117 113-019
R3 114-015 113-225 112-280
R2 113-123 113-123 112-261
R1 113-013 113-013 112-241 112-282
PP 112-231 112-231 112-231 112-206
S1 112-121 112-121 112-203 112-070
S2 112-019 112-019 112-183
S3 111-127 111-229 112-164
S4 110-235 111-017 112-105
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% 0-310 0.9% 64% False False 749,869
10 113-175 111-062 2-113 2.1% 0-241 0.7% 64% False False 655,364
20 113-175 110-290 2-205 2.3% 0-197 0.5% 68% False False 369,328
40 113-175 109-050 4-125 3.9% 0-181 0.5% 81% False False 185,897
Crabel Price Patterns
NR True
NR4 True
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 0-072
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-283
2.618 114-257
1.618 114-045
1.000 113-234
0.618 113-153
HIGH 113-022
0.618 112-261
0.500 112-236
0.382 112-211
LOW 112-130
0.618 111-319
1.000 111-238
1.618 111-107
2.618 110-215
4.250 109-189
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 112-236 112-162
PP 112-231 112-102
S1 112-227 112-042

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

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