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

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

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