ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 15-Oct-2008
Day Change Summary
Previous Current
14-Oct-2008 15-Oct-2008 Change Change % Previous Week
Open 111-127 111-220 0-093 0.3% 113-305
High 111-310 112-092 0-102 0.3% 114-260
Low 111-075 111-175 0-100 0.3% 112-020
Close 111-260 112-025 0-085 0.2% 112-212
Range 0-235 0-237 0-002 0.9% 2-240
ATR 1-056 1-046 -0-010 -2.6% 0-000
Volume 63,996 425,643 361,647 565.1% 3,112,742
Daily Pivots for day following 15-Oct-2008
Classic Woodie Camarilla DeMark
R4 114-062 113-280 112-155
R3 113-145 113-043 112-090
R2 112-228 112-228 112-068
R1 112-126 112-126 112-047 112-177
PP 111-311 111-311 111-311 112-016
S1 111-209 111-209 112-003 111-260
S2 111-074 111-074 111-302
S3 110-157 110-292 111-280
S4 109-240 110-055 111-215
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
5 113-232 111-075 2-157 2.2% 1-028 1.0% 34% False False 437,424
10 114-260 111-075 3-185 3.2% 1-044 1.0% 24% False False 509,259
20 114-297 111-075 3-222 3.3% 1-062 1.1% 23% False False 598,183
40 115-000 111-062 3-258 3.4% 0-318 0.9% 23% False False 603,692
60 115-000 109-050 5-270 5.2% 0-263 0.7% 50% False False 405,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-070
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-139
2.618 114-072
1.618 113-155
1.000 113-009
0.618 112-238
HIGH 112-092
0.618 112-001
0.500 111-294
0.382 111-266
LOW 111-175
0.618 111-029
1.000 110-258
1.618 110-112
2.618 109-195
4.250 108-128
Fisher Pivots for day following 15-Oct-2008
Pivot 1 day 3 day
R1 112-008 112-004
PP 111-311 111-303
S1 111-294 111-282

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

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