ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 15-Sep-2008
Day Change Summary
Previous Current
12-Sep-2008 15-Sep-2008 Change Change % Previous Week
Open 112-222 113-065 0-163 0.5% 112-040
High 112-315 114-120 1-125 1.2% 113-075
Low 112-085 113-065 0-300 0.8% 111-062
Close 112-160 114-005 1-165 1.3% 112-160
Range 0-230 1-055 0-145 63.0% 2-013
ATR 0-215 0-243 0-027 12.8% 0-000
Volume 913,290 1,016,504 103,214 11.3% 4,434,199
Daily Pivots for day following 15-Sep-2008
Classic Woodie Camarilla DeMark
R4 117-122 116-278 114-211
R3 116-067 115-223 114-108
R2 115-012 115-012 114-074
R1 114-168 114-168 114-039 114-250
PP 113-277 113-277 113-277 113-318
S1 113-113 113-113 113-291 113-195
S2 112-222 112-222 113-256
S3 111-167 112-058 113-222
S4 110-112 111-003 113-119
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
5 114-120 112-017 2-103 2.0% 0-263 0.7% 85% True False 931,117
10 114-120 111-062 3-058 2.8% 0-274 0.8% 89% True False 774,184
20 114-120 111-062 3-058 2.8% 0-211 0.6% 89% True False 506,378
40 114-120 109-050 5-070 4.6% 0-187 0.5% 93% True False 255,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-075
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-114
2.618 117-142
1.618 116-087
1.000 115-175
0.618 115-032
HIGH 114-120
0.618 113-297
0.500 113-252
0.382 113-208
LOW 113-065
0.618 112-153
1.000 112-010
1.618 111-098
2.618 110-043
4.250 108-071
Fisher Pivots for day following 15-Sep-2008
Pivot 1 day 3 day
R1 113-301 113-251
PP 113-277 113-177
S1 113-252 113-102

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

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