ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 114-110 113-242 -0-188 -0.5% 113-065
High 114-297 113-255 -1-042 -1.0% 115-000
Low 113-182 111-180 -2-002 -1.8% 111-180
Close 114-087 112-032 -2-055 -1.9% 112-032
Range 1-115 2-075 0-280 64.4% 3-140
ATR 0-293 1-014 0-041 14.0% 0-000
Volume 909,000 875,218 -33,782 -3.7% 4,940,973
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 119-061 117-281 113-105
R3 116-306 115-206 112-229
R2 114-231 114-231 112-163
R1 113-131 113-131 112-098 112-304
PP 112-156 112-156 112-156 112-082
S1 111-056 111-056 111-286 110-228
S2 110-081 110-081 111-221
S3 108-006 108-301 111-155
S4 105-251 106-226 110-279
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 123-064 121-028 113-317
R3 119-244 117-208 113-014
R2 116-104 116-104 112-234
R1 114-068 114-068 112-133 113-176
PP 112-284 112-284 112-284 112-178
S1 110-248 110-248 111-251 110-036
S2 109-144 109-144 111-150
S3 106-004 107-108 111-050
S4 102-184 103-288 110-067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-000 111-180 3-140 3.1% 1-199 1.4% 16% False True 988,194
10 115-000 111-062 3-258 3.4% 1-078 1.1% 24% False False 937,517
20 115-000 111-062 3-258 3.4% 0-295 0.8% 24% False False 690,330
40 115-000 109-240 5-080 4.7% 0-228 0.6% 45% False False 353,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-107
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 123-094
2.618 119-207
1.618 117-132
1.000 116-010
0.618 115-057
HIGH 113-255
0.618 112-302
0.500 112-218
0.382 112-133
LOW 111-180
0.618 110-058
1.000 109-105
1.618 107-303
2.618 105-228
4.250 102-021
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 112-218 113-078
PP 112-156 112-276
S1 112-094 112-154

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

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