ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 120-192 121-050 0-178 0.5% 118-052
High 121-080 121-210 0-130 0.3% 119-140
Low 120-125 120-245 0-120 0.3% 117-115
Close 121-012 121-165 0-153 0.4% 119-110
Range 0-275 0-285 0-010 3.6% 2-025
ATR 0-292 0-292 -0-001 -0.2% 0-000
Volume 109,167 64,236 -44,931 -41.2% 2,042,447
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 123-315 123-205 122-002
R3 123-030 122-240 121-243
R2 122-065 122-065 121-217
R1 121-275 121-275 121-191 122-010
PP 121-100 121-100 121-100 121-128
S1 120-310 120-310 121-139 121-045
S2 120-135 120-135 121-113
S3 119-170 120-025 121-087
S4 118-205 119-060 121-008
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
5 121-210 118-132 3-078 2.7% 0-316 0.8% 96% True False 173,797
10 121-210 117-115 4-095 3.5% 0-308 0.8% 97% True False 346,240
20 121-210 115-012 6-198 5.4% 0-266 0.7% 98% True False 308,279
40 121-210 111-075 10-135 8.6% 0-283 0.7% 99% True False 349,122
60 121-210 111-075 10-135 8.6% 0-319 0.8% 99% True False 477,948
80 121-210 110-290 10-240 8.8% 0-288 0.7% 99% True False 450,793
100 121-210 109-050 12-160 10.3% 0-263 0.7% 99% True False 361,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-054
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-141
2.618 123-316
1.618 123-031
1.000 122-175
0.618 122-066
HIGH 121-210
0.618 121-101
0.500 121-068
0.382 121-034
LOW 120-245
0.618 120-069
1.000 119-280
1.618 119-104
2.618 118-139
4.250 116-314
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 121-132 121-112
PP 121-100 121-060
S1 121-068 121-008

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

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