ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 26-Nov-2008
Day Change Summary
Previous Current
25-Nov-2008 26-Nov-2008 Change Change % Previous Week
Open 117-157 118-147 0-310 0.8% 116-235
High 118-240 118-295 0-055 0.1% 118-245
Low 117-147 118-090 0-263 0.7% 116-175
Close 118-165 118-247 0-082 0.2% 118-150
Range 1-093 0-205 -0-208 -50.4% 2-070
ATR 0-289 0-283 -0-006 -2.1% 0-000
Volume 489,642 662,576 172,934 35.3% 1,819,446
Daily Pivots for day following 26-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-186 120-101 119-040
R3 119-301 119-216 118-303
R2 119-096 119-096 118-285
R1 119-011 119-011 118-266 119-054
PP 118-211 118-211 118-211 118-232
S1 118-126 118-126 118-228 118-168
S2 118-006 118-006 118-209
S3 117-121 117-241 118-191
S4 116-236 117-036 118-134
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
5 118-295 117-115 1-180 1.3% 0-299 0.8% 90% True False 518,684
10 118-295 116-007 2-288 2.4% 0-261 0.7% 95% True False 410,268
20 118-295 113-017 5-278 4.9% 0-266 0.7% 97% True False 351,461
40 118-295 111-075 7-220 6.5% 0-292 0.8% 98% True False 400,034
60 118-295 111-062 7-233 6.5% 0-318 0.8% 98% True False 525,954
80 118-295 110-070 8-225 7.3% 0-280 0.7% 98% True False 440,195
100 118-295 109-050 9-245 8.2% 0-259 0.7% 98% True False 352,493
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-046
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-206
2.618 120-192
1.618 119-307
1.000 119-180
0.618 119-102
HIGH 118-295
0.618 118-217
0.500 118-192
0.382 118-168
LOW 118-090
0.618 117-283
1.000 117-205
1.618 117-078
2.618 116-193
4.250 115-179
Fisher Pivots for day following 26-Nov-2008
Pivot 1 day 3 day
R1 118-229 118-180
PP 118-211 118-112
S1 118-192 118-045

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

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