ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 11-Sep-2008
Day Change Summary
Previous Current
10-Sep-2008 11-Sep-2008 Change Change % Previous Week
Open 112-317 112-240 -0-077 -0.2% 111-292
High 113-022 113-075 0-053 0.1% 113-175
Low 112-130 112-202 0-072 0.2% 111-197
Close 112-222 112-260 0-038 0.1% 112-237
Range 0-212 0-193 -0-019 -9.0% 1-298
ATR 0-215 0-214 -0-002 -0.7% 0-000
Volume 834,870 865,436 30,566 3.7% 2,291,145
Daily Pivots for day following 11-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-225 114-115 113-046
R3 114-032 113-242 112-313
R2 113-159 113-159 112-295
R1 113-049 113-049 112-278 113-104
PP 112-286 112-286 112-286 112-313
S1 112-176 112-176 112-242 112-231
S2 112-093 112-093 112-225
S3 111-220 111-303 112-207
S4 111-027 111-110 112-154
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% 69% False False 813,415
10 113-175 111-062 2-113 2.1% 0-243 0.7% 69% False False 685,543
20 113-175 110-290 2-205 2.3% 0-198 0.5% 72% False False 412,207
40 113-175 109-050 4-125 3.9% 0-179 0.5% 83% False False 207,533
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-069
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 115-255
2.618 114-260
1.618 114-067
1.000 113-268
0.618 113-194
HIGH 113-075
0.618 113-001
0.500 112-298
0.382 112-276
LOW 112-202
0.618 112-083
1.000 112-009
1.618 111-210
2.618 111-017
4.250 110-022
Fisher Pivots for day following 11-Sep-2008
Pivot 1 day 3 day
R1 112-298 112-242
PP 112-286 112-224
S1 112-273 112-206

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

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