ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 25-Nov-2008
Day Change Summary
Previous Current
24-Nov-2008 25-Nov-2008 Change Change % Previous Week
Open 118-052 117-157 -0-215 -0.6% 116-235
High 118-087 118-240 0-153 0.4% 118-245
Low 117-115 117-147 0-032 0.1% 116-175
Close 117-165 118-165 1-000 0.9% 118-150
Range 0-292 1-093 0-121 41.4% 2-070
ATR 0-279 0-289 0-010 3.4% 0-000
Volume 496,287 489,642 -6,645 -1.3% 1,819,446
Daily Pivots for day following 25-Nov-2008
Classic Woodie Camarilla DeMark
R4 122-036 121-194 119-072
R3 120-263 120-101 118-279
R2 119-170 119-170 118-241
R1 119-008 119-008 118-203 119-089
PP 118-077 118-077 118-077 118-118
S1 117-235 117-235 118-127 117-316
S2 116-304 116-304 118-089
S3 115-211 116-142 118-051
S4 114-118 115-049 117-258
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
5 118-245 117-015 1-230 1.5% 0-313 0.8% 85% False False 458,348
10 118-245 115-225 3-020 2.6% 0-270 0.7% 92% False False 347,902
20 118-245 113-017 5-228 4.8% 0-268 0.7% 96% False False 337,283
40 118-245 111-075 7-170 6.4% 0-295 0.8% 97% False False 397,873
60 118-245 111-062 7-183 6.4% 0-317 0.8% 97% False False 526,775
80 118-245 110-070 8-175 7.2% 0-278 0.7% 97% False False 431,932
100 118-245 109-050 9-195 8.1% 0-257 0.7% 97% False False 345,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 124-075
2.618 122-041
1.618 120-268
1.000 120-013
0.618 119-175
HIGH 118-240
0.618 118-082
0.500 118-034
0.382 117-305
LOW 117-147
0.618 116-212
1.000 116-054
1.618 115-119
2.618 114-026
4.250 111-312
Fisher Pivots for day following 25-Nov-2008
Pivot 1 day 3 day
R1 118-121 118-116
PP 118-077 118-067
S1 118-034 118-018

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

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