ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 112-295 113-170 0-195 0.5% 112-132
High 113-150 113-317 0-167 0.5% 113-317
Low 112-292 112-260 -0-032 -0.1% 112-047
Close 113-122 113-065 -0-057 -0.2% 113-065
Range 0-178 1-057 0-199 111.8% 1-270
ATR 0-174 0-189 0-014 8.3% 0-000
Volume 112,221 71,782 -40,439 -36.0% 602,130
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 116-278 116-069 113-272
R3 115-221 115-012 113-169
R2 114-164 114-164 113-134
R1 113-275 113-275 113-100 113-191
PP 113-107 113-107 113-107 113-066
S1 112-218 112-218 113-030 112-134
S2 112-050 112-050 112-316
S3 110-313 111-161 112-281
S4 109-256 110-104 112-178
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 118-206 117-246 114-070
R3 116-256 115-296 113-227
R2 114-306 114-306 113-173
R1 114-026 114-026 113-119 114-166
PP 113-036 113-036 113-036 113-106
S1 112-076 112-076 113-011 112-216
S2 111-086 111-086 112-277
S3 109-136 110-126 112-223
S4 107-186 108-176 112-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-317 112-015 1-302 1.7% 0-216 0.6% 59% True False 288,762
10 113-317 111-280 2-037 1.9% 0-186 0.5% 63% True False 536,225
20 113-317 111-047 2-270 2.5% 0-174 0.5% 72% True False 523,975
40 113-317 109-252 4-065 3.7% 0-201 0.6% 81% True False 576,723
60 113-317 108-150 5-167 4.9% 0-200 0.6% 86% True False 588,850
80 113-317 108-150 5-167 4.9% 0-206 0.6% 86% True False 554,200
100 113-317 108-150 5-167 4.9% 0-196 0.5% 86% True False 444,848
120 115-000 108-150 6-170 5.8% 0-168 0.5% 72% False False 370,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 118-319
2.618 117-024
1.618 115-287
1.000 115-054
0.618 114-230
HIGH 113-317
0.618 113-173
0.500 113-128
0.382 113-084
LOW 112-260
0.618 112-027
1.000 111-203
1.618 110-290
2.618 109-233
4.250 107-258
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 113-128 113-128
PP 113-107 113-107
S1 113-086 113-086

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

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