ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 21-Nov-2008
Day Change Summary
Previous Current
20-Nov-2008 21-Nov-2008 Change Change % Previous Week
Open 117-275 118-175 0-220 0.6% 116-235
High 118-245 118-212 -0-033 -0.1% 118-245
Low 117-232 117-280 0-048 0.1% 116-175
Close 118-147 118-150 0-003 0.0% 118-150
Range 1-013 0-252 -0-081 -24.3% 2-070
ATR 0-275 0-273 -0-002 -0.6% 0-000
Volume 424,266 520,650 96,384 22.7% 1,819,446
Daily Pivots for day following 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-223 120-119 118-289
R3 119-291 119-187 118-219
R2 119-039 119-039 118-196
R1 118-255 118-255 118-173 118-181
PP 118-107 118-107 118-107 118-070
S1 118-003 118-003 118-127 117-249
S2 117-175 117-175 118-104
S3 116-243 117-071 118-081
S4 115-311 116-139 118-011
Weekly Pivots for week ending 21-Nov-2008
Classic Woodie Camarilla DeMark
R4 124-187 123-238 119-220
R3 122-117 121-168 119-025
R2 120-047 120-047 118-280
R1 119-098 119-098 118-215 119-232
PP 117-297 117-297 117-297 118-044
S1 117-028 117-028 118-085 117-162
S2 115-227 115-227 118-020
S3 113-157 114-278 117-275
S4 111-087 112-208 117-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-245 116-175 2-070 1.9% 0-238 0.6% 87% False False 363,889
10 118-245 115-012 3-233 3.1% 0-237 0.6% 92% False False 305,430
20 118-245 113-017 5-228 4.8% 0-257 0.7% 95% False False 327,192
40 118-245 111-075 7-170 6.4% 0-310 0.8% 96% False False 403,074
60 118-245 111-062 7-183 6.4% 0-312 0.8% 96% False False 526,186
80 118-245 110-070 8-175 7.2% 0-272 0.7% 97% False False 419,630
100 118-245 109-050 9-195 8.1% 0-253 0.7% 97% False False 336,064
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-003
2.618 120-232
1.618 119-300
1.000 119-144
0.618 119-048
HIGH 118-212
0.618 118-116
0.500 118-086
0.382 118-056
LOW 117-280
0.618 117-124
1.000 117-028
1.618 116-192
2.618 115-260
4.250 114-169
Fisher Pivots for day following 21-Nov-2008
Pivot 1 day 3 day
R1 118-129 118-090
PP 118-107 118-030
S1 118-086 117-290

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.