ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 19-Nov-2008
Day Change Summary
Previous Current
18-Nov-2008 19-Nov-2008 Change Change % Previous Week
Open 116-312 117-095 0-103 0.3% 115-080
High 117-137 117-292 0-155 0.4% 116-287
Low 116-290 117-015 0-045 0.1% 115-012
Close 117-097 117-212 0-115 0.3% 116-170
Range 0-167 0-277 0-110 65.9% 1-275
ATR 0-269 0-269 0-001 0.2% 0-000
Volume 240,487 360,898 120,411 50.1% 1,234,861
Daily Pivots for day following 19-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-044 119-245 118-044
R3 119-087 118-288 117-288
R2 118-130 118-130 117-263
R1 118-011 118-011 117-237 118-070
PP 117-173 117-173 117-173 117-203
S1 117-054 117-054 117-187 117-114
S2 116-216 116-216 117-161
S3 115-259 116-097 117-136
S4 114-302 115-140 117-060
Weekly Pivots for week ending 14-Nov-2008
Classic Woodie Camarilla DeMark
R4 121-235 120-317 117-177
R3 119-280 119-042 117-014
R2 118-005 118-005 116-279
R1 117-087 117-087 116-225 117-206
PP 116-050 116-050 116-050 116-109
S1 115-132 115-132 116-115 115-251
S2 114-095 114-095 116-061
S3 112-140 113-177 116-006
S4 110-185 111-222 115-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-292 116-007 1-285 1.6% 0-222 0.6% 87% True False 301,852
10 117-292 115-012 2-280 2.4% 0-225 0.6% 91% True False 270,317
20 117-292 113-017 4-275 4.1% 0-259 0.7% 95% True False 318,068
40 117-292 111-075 6-217 5.7% 0-308 0.8% 96% True False 413,271
60 117-292 111-062 6-230 5.7% 0-307 0.8% 96% True False 529,469
80 117-292 109-260 8-032 6.9% 0-270 0.7% 97% True False 407,938
100 117-292 109-050 8-242 7.4% 0-249 0.7% 97% True False 326,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-189
2.618 120-057
1.618 119-100
1.000 118-249
0.618 118-143
HIGH 117-292
0.618 117-186
0.500 117-154
0.382 117-121
LOW 117-015
0.618 116-164
1.000 116-058
1.618 115-207
2.618 114-250
4.250 113-118
Fisher Pivots for day following 19-Nov-2008
Pivot 1 day 3 day
R1 117-192 117-166
PP 117-173 117-120
S1 117-154 117-074

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

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