ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	113-052	114-152	1-100	1.2%	112-230
High	113-125	114-260	1-135	1.3%	113-240
Low	112-260	114-050	1-110	1.2%	111-275
Close	113-002	114-192	1-190	1.4%	113-002
Range	0-185	0-210	0-025	13.5%	1-285
ATR	0-202	0-229	0-027	13.3%	0-000
Volume	16,164	15,878	-286	-1.8%	154,057

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-157	116-065	114-308
R3	115-267	115-175	114-250
R2	115-057	115-057	114-230
R1	114-285	114-285	114-211	115-011
PP	114-167	114-167	114-167	114-190
S1	114-075	114-075	114-173	114-121
S2	113-277	113-277	114-154
S3	113-067	113-185	114-134
S4	112-177	112-295	114-076

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	114-260	111-275	2-305	2.6%	0-228	0.6%	93%	True	False	33,987
10	114-260	111-275	2-305	2.6%	0-222	0.6%	93%	True	False	161,374
20	114-260	111-275	2-305	2.6%	0-187	0.5%	93%	True	False	399,278
40	114-260	109-252	5-008	4.4%	0-192	0.5%	96%	True	False	486,531
60	114-260	108-277	5-303	5.2%	0-199	0.5%	96%	True	False	538,142
80	114-260	108-150	6-110	5.5%	0-209	0.6%	97%	True	False	548,941
100	114-260	108-150	6-110	5.5%	0-203	0.6%	97%	True	False	446,546
120	114-260	108-150	6-110	5.5%	0-178	0.5%	97%	True	False	372,196

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-067
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117-192
2.618	116-170
1.618	115-280
1.000	115-150
0.618	115-070
HIGH	114-260
0.618	114-180
0.500	114-155
0.382	114-130
LOW	114-050
0.618	113-240
1.000	113-160
1.618	113-030
2.618	112-140
4.250	111-118

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	114-180	114-108
PP	114-167	114-024
S1	114-155	113-260

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