ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 14-Oct-2008
Day Change Summary
Previous Current
13-Oct-2008 14-Oct-2008 Change Change % Previous Week
Open 112-140 111-127 -1-013 -0.9% 113-305
High 112-170 111-310 -0-180 -0.5% 114-260
Low 111-120 111-075 -0-045 -0.1% 112-020
Close 111-160 111-260 0-100 0.3% 112-212
Range 1-050 0-235 -0-135 -36.5% 2-240
ATR 1-066 1-056 -0-011 -2.8% 0-000
Volume 441,926 63,996 -377,930 -85.5% 3,112,742
Daily Pivots for day following 14-Oct-2008
Classic Woodie Camarilla DeMark
R4 113-280 113-185 112-069
R3 113-045 112-270 112-005
R2 112-130 112-130 111-303
R1 112-035 112-035 111-282 112-082
PP 111-215 111-215 111-215 111-239
S1 111-120 111-120 111-238 111-168
S2 110-300 110-300 111-217
S3 110-065 110-205 111-195
S4 109-150 109-290 111-131
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 121-137 119-255 114-056
R3 118-217 117-015 113-134
R2 115-297 115-297 113-053
R1 114-095 114-095 112-293 113-236
PP 113-057 113-057 113-057 112-288
S1 111-175 111-175 112-131 110-316
S2 110-137 110-137 112-051
S3 107-217 108-255 111-290
S4 104-297 106-015 111-048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-260 111-075 3-185 3.2% 1-123 1.2% 16% False True 476,005
10 114-260 111-075 3-185 3.2% 1-054 1.0% 16% False True 524,308
20 114-297 111-075 3-222 3.3% 1-074 1.1% 16% False True 636,393
40 115-000 111-062 3-258 3.4% 0-315 0.9% 16% False False 594,423
60 115-000 109-050 5-270 5.2% 0-263 0.7% 45% False False 398,437
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-069
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 115-029
2.618 113-285
1.618 113-050
1.000 112-225
0.618 112-135
HIGH 111-310
0.618 111-220
0.500 111-192
0.382 111-165
LOW 111-075
0.618 110-250
1.000 110-160
1.618 110-015
2.618 109-100
4.250 108-036
Fisher Pivots for day following 14-Oct-2008
Pivot 1 day 3 day
R1 111-238 112-154
PP 111-215 112-082
S1 111-192 112-011

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

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