ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 17-Sep-2008
Day Change Summary
Previous Current
16-Sep-2008 17-Sep-2008 Change Change % Previous Week
Open 114-087 113-267 -0-140 -0.4% 112-040
High 115-000 114-195 -0-125 -0.3% 113-075
Low 113-042 113-042 0-000 0.0% 111-062
Close 113-177 114-127 0-270 0.7% 112-160
Range 1-278 1-153 -0-125 -20.9% 2-013
ATR 0-268 0-283 0-015 5.5% 0-000
Volume 950,419 1,189,832 239,413 25.2% 4,434,199
Daily Pivots for day following 17-Sep-2008
Classic Woodie Camarilla DeMark
R4 118-154 117-293 115-067
R3 117-001 116-140 114-257
R2 115-168 115-168 114-214
R1 114-307 114-307 114-170 115-078
PP 114-015 114-015 114-015 114-060
S1 113-154 113-154 114-084 113-244
S2 112-182 112-182 114-040
S3 111-029 112-001 113-317
S4 109-196 110-168 113-187
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% 1-054 1.0% 78% False False 987,096
10 115-000 111-062 3-258 3.3% 1-022 0.9% 84% False False 868,482
20 115-000 111-062 3-258 3.3% 0-255 0.7% 84% False False 609,200
40 115-000 109-050 5-270 5.1% 0-203 0.6% 90% False False 309,136
Crabel Price Patterns
NR True
NR4 False
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 0-108
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-285
2.618 118-153
1.618 117-000
1.000 116-028
0.618 115-167
HIGH 114-195
0.618 114-014
0.500 113-278
0.382 113-223
LOW 113-042
0.618 112-070
1.000 111-209
1.618 110-237
2.618 109-084
4.250 106-272
Fisher Pivots for day following 17-Sep-2008
Pivot 1 day 3 day
R1 114-071 114-092
PP 114-015 114-056
S1 113-278 114-021

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

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