ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 112-000 112-002 0-002 0.0% 113-065
High 112-087 112-102 0-015 0.0% 115-000
Low 111-147 111-245 0-098 0.3% 111-180
Close 111-312 111-292 -0-020 -0.1% 112-032
Range 0-260 0-177 -0-083 -31.9% 3-140
ATR 1-009 0-318 -0-011 -3.3% 0-000
Volume 793,834 531,660 -262,174 -33.0% 4,940,973
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 113-211 113-108 112-069
R3 113-034 112-251 112-021
R2 112-177 112-177 112-004
R1 112-074 112-074 111-308 112-037
PP 112-000 112-000 112-000 111-301
S1 111-217 111-217 111-276 111-180
S2 111-143 111-143 111-260
S3 110-286 111-040 111-243
S4 110-109 110-183 111-195
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 123-064 121-028 113-317
R3 119-244 117-208 113-014
R2 116-104 116-104 112-234
R1 114-068 114-068 112-133 113-176
PP 112-284 112-284 112-284 112-178
S1 110-248 110-248 111-251 110-036
S2 109-144 109-144 111-150
S3 106-004 107-108 111-050
S4 102-184 103-288 110-067
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-297 111-147 3-150 3.1% 1-092 1.2% 13% False False 859,908
10 115-000 111-147 3-173 3.2% 1-047 1.0% 13% False False 888,006
20 115-000 111-062 3-258 3.4% 0-299 0.8% 19% False False 748,117
40 115-000 109-260 5-060 4.6% 0-229 0.6% 40% False False 386,693
60 115-000 109-050 5-270 5.2% 0-206 0.6% 47% False False 258,339
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-098
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 114-214
2.618 113-245
1.618 113-068
1.000 112-279
0.618 112-211
HIGH 112-102
0.618 112-034
0.500 112-014
0.382 111-313
LOW 111-245
0.618 111-136
1.000 111-068
1.618 110-279
2.618 110-102
4.250 109-133
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 112-014 112-201
PP 112-000 112-125
S1 111-306 112-048

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

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