ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 18-Sep-2008

Day Change Summary
	Previous	Current
	17-Sep-2008	18-Sep-2008	Change	Change %	Previous Week
Open	113-267	114-110	0-163	0.4%	112-040
High	114-195	114-297	0-102	0.3%	113-075
Low	113-042	113-182	0-140	0.4%	111-062
Close	114-127	114-087	-0-040	-0.1%	112-160
Range	1-153	1-115	-0-038	-8.0%	2-013
ATR	0-283	0-293	0-011	3.9%	0-000
Volume	1,189,832	909,000	-280,832	-23.6%	4,434,199

Daily Pivots for day following 18-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-107	117-212	115-006
R3	116-312	116-097	114-207
R2	115-197	115-197	114-167
R1	114-302	114-302	114-127	114-192
PP	114-082	114-082	114-082	114-027
S1	113-187	113-187	114-047	113-077
S2	112-287	112-287	114-007
S3	111-172	112-072	113-287
S4	110-057	110-277	113-168

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%	1-102	1.2%	73%	False	False	995,809
10	115-000	111-062	3-258	3.3%	1-046	1.0%	81%	False	False	904,612
20	115-000	111-062	3-258	3.3%	0-268	0.7%	81%	False	False	651,859
40	115-000	109-240	5-080	4.6%	0-211	0.6%	86%	False	False	331,739

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-122
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-226
2.618	118-156
1.618	117-041
1.000	116-092
0.618	115-246
HIGH	114-297
0.618	114-131
0.500	114-080
0.382	114-028
LOW	113-182
0.618	112-233
1.000	112-067
1.618	111-118
2.618	110-003
4.250	107-253

Fisher Pivots for day following 18-Sep-2008
Pivot	1 day	3 day
R1	114-084	114-065
PP	114-082	114-043
S1	114-080	114-021

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