ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 113-242 112-000 -1-242 -1.5% 113-065
High 113-255 112-087 -1-168 -1.3% 115-000
Low 111-180 111-147 -0-033 -0.1% 111-180
Close 112-032 111-312 -0-040 -0.1% 112-032
Range 2-075 0-260 -1-135 -63.6% 3-140
ATR 1-014 1-009 -0-005 -1.6% 0-000
Volume 875,218 793,834 -81,384 -9.3% 4,940,973
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-109 113-310 112-135
R3 113-169 113-050 112-064
R2 112-229 112-229 112-040
R1 112-110 112-110 112-016 112-040
PP 111-289 111-289 111-289 111-253
S1 111-170 111-170 111-288 111-100
S2 111-029 111-029 111-264
S3 110-089 110-230 111-240
S4 109-149 109-290 111-169
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
5 115-000 111-147 3-173 3.2% 1-176 1.4% 15% False True 943,660
10 115-000 111-147 3-173 3.2% 1-060 1.1% 15% False True 937,389
20 115-000 111-062 3-258 3.4% 0-299 0.8% 21% False False 726,254
40 115-000 109-260 5-060 4.6% 0-229 0.6% 42% False False 373,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-102
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 115-232
2.618 114-128
1.618 113-188
1.000 113-027
0.618 112-248
HIGH 112-087
0.618 111-308
0.500 111-277
0.382 111-246
LOW 111-147
0.618 110-306
1.000 110-207
1.618 110-046
2.618 109-106
4.250 108-002
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 111-300 113-062
PP 111-289 112-252
S1 111-277 112-122

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

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