ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 16-Sep-2008
Day Change Summary
Previous Current
15-Sep-2008 16-Sep-2008 Change Change % Previous Week
Open 113-065 114-087 1-022 0.9% 112-040
High 114-120 115-000 0-200 0.5% 113-075
Low 113-065 113-042 -0-023 -0.1% 111-062
Close 114-005 113-177 -0-148 -0.4% 112-160
Range 1-055 1-278 0-223 59.5% 2-013
ATR 0-243 0-268 0-025 10.5% 0-000
Volume 1,016,504 950,419 -66,085 -6.5% 4,434,199
Daily Pivots for day following 16-Sep-2008
Classic Woodie Camarilla DeMark
R4 119-160 118-127 114-186
R3 117-202 116-169 114-021
R2 115-244 115-244 113-287
R1 114-211 114-211 113-232 114-088
PP 113-286 113-286 113-286 113-225
S1 112-253 112-253 113-122 112-130
S2 112-008 112-008 113-067
S3 110-050 110-295 113-013
S4 108-092 109-017 112-168
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
5 115-000 112-085 2-235 2.4% 1-002 0.9% 47% True False 916,103
10 115-000 111-062 3-258 3.4% 0-306 0.8% 62% True False 820,679
20 115-000 111-062 3-258 3.4% 0-236 0.6% 62% True False 552,454
40 115-000 109-050 5-270 5.1% 0-197 0.5% 75% True False 279,459
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-089
Widest range in 56 trading days
Fibonacci Retracements and Extensions
4.250 122-302
2.618 119-286
1.618 118-008
1.000 116-278
0.618 116-050
HIGH 115-000
0.618 114-092
0.500 114-021
0.382 113-270
LOW 113-042
0.618 111-312
1.000 111-084
1.618 110-034
2.618 108-076
4.250 105-060
Fisher Pivots for day following 16-Sep-2008
Pivot 1 day 3 day
R1 114-021 113-202
PP 113-286 113-194
S1 113-232 113-186

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

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