ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 03-Dec-2008
Day Change Summary
Previous Current
02-Dec-2008 03-Dec-2008 Change Change % Previous Week
Open 120-197 120-192 -0-005 0.0% 118-052
High 120-312 121-080 0-088 0.2% 119-140
Low 120-140 120-125 -0-015 0.0% 117-115
Close 120-225 121-012 0-107 0.3% 119-110
Range 0-172 0-275 0-103 59.9% 2-025
ATR 0-293 0-292 -0-001 -0.4% 0-000
Volume 168,133 109,167 -58,966 -35.1% 2,042,447
Daily Pivots for day following 03-Dec-2008
Classic Woodie Camarilla DeMark
R4 123-151 123-036 121-163
R3 122-196 122-081 121-088
R2 121-241 121-241 121-062
R1 121-126 121-126 121-037 121-184
PP 120-286 120-286 120-286 120-314
S1 120-171 120-171 120-307 120-228
S2 120-011 120-011 120-282
S3 119-056 119-216 120-256
S4 118-101 118-261 120-181
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 124-303 124-072 120-156
R3 122-278 122-047 119-293
R2 120-253 120-253 119-232
R1 120-022 120-022 119-171 120-138
PP 118-228 118-228 118-228 118-286
S1 117-317 117-317 119-049 118-112
S2 116-203 116-203 118-308
S3 114-178 115-292 118-247
S4 112-153 113-267 118-064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-080 118-090 2-310 2.5% 0-300 0.8% 93% True False 293,465
10 121-080 117-015 4-065 3.5% 0-307 0.8% 95% True False 375,906
20 121-080 114-282 6-118 5.3% 0-264 0.7% 97% True False 324,780
40 121-080 111-075 10-005 8.3% 0-294 0.8% 98% True False 362,979
60 121-080 111-075 10-005 8.3% 0-317 0.8% 98% True False 490,792
80 121-080 110-270 10-130 8.6% 0-287 0.7% 98% True False 449,995
100 121-080 109-050 12-030 10.0% 0-262 0.7% 98% True False 360,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-289
2.618 123-160
1.618 122-205
1.000 122-035
0.618 121-250
HIGH 121-080
0.618 120-295
0.500 120-262
0.382 120-230
LOW 120-125
0.618 119-275
1.000 119-170
1.618 119-000
2.618 118-045
4.250 116-236
Fisher Pivots for day following 03-Dec-2008
Pivot 1 day 3 day
R1 120-309 120-246
PP 120-286 120-160
S1 120-262 120-074

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

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