ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 31-Oct-2008

Day Change Summary
	Previous	Current
	30-Oct-2008	31-Oct-2008	Change	Change %	Previous Week
Open	113-237	113-125	-0-112	-0.3%	113-310
High	113-242	114-045	0-123	0.3%	114-122
Low	113-017	113-040	0-023	0.1%	113-017
Close	113-127	113-082	-0-045	-0.1%	113-082
Range	0-225	1-005	0-100	44.4%	1-105
ATR	0-309	0-310	0-001	0.4%	0-000
Volume	362,831	352,008	-10,823	-3.0%	1,877,945

Daily Pivots for day following 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-177	115-295	113-261
R3	115-172	114-290	113-171
R2	114-167	114-167	113-142
R1	113-285	113-285	113-112	113-224
PP	113-162	113-162	113-162	113-132
S1	112-280	112-280	113-052	112-218
S2	112-157	112-157	113-022
S3	111-152	111-275	112-313
S4	110-147	110-270	112-223

Weekly Pivots for week ending 31-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-175	116-234	113-316
R3	116-070	115-129	113-199
R2	114-285	114-285	113-160
R1	114-024	114-024	113-121	113-262
PP	113-180	113-180	113-180	113-140
S1	112-239	112-239	113-043	112-157
S2	112-075	112-075	113-004
S3	110-290	111-134	112-285
S4	109-185	110-029	112-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-122	113-017	1-105	1.2%	0-256	0.7%	15%	False	False	375,589
10	114-190	112-052	2-138	2.1%	0-265	0.7%	45%	False	False	370,420
20	114-260	111-075	3-185	3.2%	0-311	0.9%	57%	False	False	431,934
40	115-000	111-062	3-258	3.4%	1-023	0.9%	54%	False	False	603,725
60	115-000	110-180	4-140	3.9%	0-287	0.8%	61%	False	False	481,422
80	115-000	109-050	5-270	5.2%	0-260	0.7%	70%	False	False	361,630

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-146
2.618	116-256
1.618	115-251
1.000	115-050
0.618	114-246
HIGH	114-045
0.618	113-241
0.500	113-202
0.382	113-164
LOW	113-040
0.618	112-159
1.000	112-035
1.618	111-154
2.618	110-149
4.250	108-259

Fisher Pivots for day following 31-Oct-2008
Pivot	1 day	3 day
R1	113-202	113-191
PP	113-162	113-155
S1	113-122	113-118

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