ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 112-240 112-222 -0-018 0.0% 112-040
High 113-075 112-315 -0-080 -0.2% 113-075
Low 112-202 112-085 -0-117 -0.3% 111-062
Close 112-260 112-160 -0-100 -0.3% 112-160
Range 0-193 0-230 0-037 19.2% 2-013
ATR 0-214 0-215 0-001 0.5% 0-000
Volume 865,436 913,290 47,854 5.5% 4,434,199
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-237 114-108 112-286
R3 114-007 113-198 112-223
R2 113-097 113-097 112-202
R1 112-288 112-288 112-181 112-238
PP 112-187 112-187 112-187 112-161
S1 112-058 112-058 112-139 112-008
S2 111-277 111-277 112-118
S3 111-047 111-148 112-097
S4 110-137 110-238 112-034
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 118-138 117-162 113-199
R3 116-125 115-149 113-020
R2 114-112 114-112 112-280
R1 113-136 113-136 112-220 113-284
PP 112-099 112-099 112-099 112-173
S1 111-123 111-123 112-100 111-271
S2 110-086 110-086 112-040
S3 108-073 109-110 111-300
S4 106-060 107-097 111-121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-075 111-062 2-013 1.8% 0-277 0.8% 64% False False 886,839
10 113-175 111-062 2-113 2.1% 0-255 0.7% 56% False False 719,049
20 113-175 111-062 2-113 2.1% 0-201 0.6% 56% False False 457,610
40 113-175 109-050 4-125 3.9% 0-184 0.5% 76% False False 230,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-079
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-012
2.618 114-277
1.618 114-047
1.000 113-225
0.618 113-137
HIGH 112-315
0.618 112-227
0.500 112-200
0.382 112-173
LOW 112-085
0.618 111-263
1.000 111-175
1.618 111-033
2.618 110-123
4.250 109-068
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 112-200 112-240
PP 112-187 112-213
S1 112-173 112-187

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

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