ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 16-Sep-2008

Day Change Summary
	Previous	Current
	15-Sep-2008	16-Sep-2008	Change	Change %	Previous Week
Open	113-065	114-087	1-022	0.9%	112-040
High	114-120	115-000	0-200	0.5%	113-075
Low	113-065	113-042	-0-023	-0.1%	111-062
Close	114-005	113-177	-0-148	-0.4%	112-160
Range	1-055	1-278	0-223	59.5%	2-013
ATR	0-243	0-268	0-025	10.5%	0-000
Volume	1,016,504	950,419	-66,085	-6.5%	4,434,199

Daily Pivots for day following 16-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-160	118-127	114-186
R3	117-202	116-169	114-021
R2	115-244	115-244	113-287
R1	114-211	114-211	113-232	114-088
PP	113-286	113-286	113-286	113-225
S1	112-253	112-253	113-122	112-130
S2	112-008	112-008	113-067
S3	110-050	110-295	113-013
S4	108-092	109-017	112-168

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-138	117-162	113-199
R3	116-125	115-149	113-020
R2	114-112	114-112	112-280
R1	113-136	113-136	112-220	113-284
PP	112-099	112-099	112-099	112-173
S1	111-123	111-123	112-100	111-271
S2	110-086	110-086	112-040
S3	108-073	109-110	111-300
S4	106-060	107-097	111-121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-000	112-085	2-235	2.4%	1-002	0.9%	47%	True	False	916,103
10	115-000	111-062	3-258	3.4%	0-306	0.8%	62%	True	False	820,679
20	115-000	111-062	3-258	3.4%	0-236	0.6%	62%	True	False	552,454
40	115-000	109-050	5-270	5.1%	0-197	0.5%	75%	True	False	279,459

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	0-089
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	122-302
2.618	119-286
1.618	118-008
1.000	116-278
0.618	116-050
HIGH	115-000
0.618	114-092
0.500	114-021
0.382	113-270
LOW	113-042
0.618	111-312
1.000	111-084
1.618	110-034
2.618	108-076
4.250	105-060

Fisher Pivots for day following 16-Sep-2008
Pivot	1 day	3 day
R1	114-021	113-202
PP	113-286	113-194
S1	113-232	113-186

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