ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 113-077 113-052 -0-025 -0.1% 112-230
High 113-240 113-125 -0-115 -0.3% 113-240
Low 113-057 112-260 -0-117 -0.3% 111-275
Close 113-092 113-002 -0-090 -0.2% 113-002
Range 0-183 0-185 0-002 1.1% 1-285
ATR 0-203 0-202 -0-001 -0.6% 0-000
Volume 26,889 16,164 -10,725 -39.9% 154,057
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-257 114-155 113-104
R3 114-072 113-290 113-053
R2 113-207 113-207 113-036
R1 113-105 113-105 113-019 113-064
PP 113-022 113-022 113-022 113-002
S1 112-240 112-240 112-305 112-198
S2 112-157 112-157 112-288
S3 111-292 112-055 112-271
S4 111-107 111-190 112-220
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 118-174 117-213 114-015
R3 116-209 115-248 113-168
R2 114-244 114-244 113-113
R1 113-283 113-283 113-057 114-104
PP 112-279 112-279 112-279 113-029
S1 111-318 111-318 112-267 112-138
S2 110-314 110-314 112-211
S3 109-029 110-033 112-156
S4 107-064 108-068 111-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-317 111-275 2-042 1.9% 0-261 0.7% 54% False False 45,167
10 113-317 111-275 2-042 1.9% 0-213 0.6% 54% False False 265,175
20 113-317 111-167 2-150 2.2% 0-184 0.5% 60% False False 423,800
40 113-317 109-252 4-065 3.7% 0-194 0.5% 77% False False 503,632
60 113-317 108-262 5-055 4.6% 0-199 0.6% 81% False False 549,244
80 113-317 108-150 5-167 4.9% 0-209 0.6% 82% False False 551,749
100 113-317 108-150 5-167 4.9% 0-202 0.6% 82% False False 446,388
120 113-317 108-150 5-167 4.9% 0-176 0.5% 82% False False 372,064
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 0-056
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-271
2.618 114-289
1.618 114-104
1.000 113-310
0.618 113-239
HIGH 113-125
0.618 113-054
0.500 113-032
0.382 113-011
LOW 112-260
0.618 112-146
1.000 112-075
1.618 111-281
2.618 111-096
4.250 110-114
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 113-032 113-090
PP 113-022 113-061
S1 113-012 113-031

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

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