ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 24-Sep-2008
Day Change Summary
Previous Current
23-Sep-2008 24-Sep-2008 Change Change % Previous Week
Open 112-002 111-287 -0-035 -0.1% 113-065
High 112-102 112-160 0-058 0.2% 115-000
Low 111-245 111-210 -0-035 -0.1% 111-180
Close 111-292 112-117 0-145 0.4% 112-032
Range 0-177 0-270 0-093 52.5% 3-140
ATR 0-318 0-315 -0-003 -1.1% 0-000
Volume 531,660 638,462 106,802 20.1% 4,940,973
Daily Pivots for day following 24-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-226 114-121 112-266
R3 113-276 113-171 112-191
R2 113-006 113-006 112-166
R1 112-221 112-221 112-142 112-274
PP 112-056 112-056 112-056 112-082
S1 111-271 111-271 112-092 112-004
S2 111-106 111-106 112-068
S3 110-156 111-001 112-043
S4 109-206 110-051 111-288
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% 1-051 1.0% 26% False False 749,634
10 115-000 111-147 3-173 3.2% 1-053 1.0% 26% False False 868,365
20 115-000 111-062 3-258 3.4% 0-307 0.9% 31% False False 761,865
40 115-000 109-260 5-060 4.6% 0-232 0.6% 49% False False 402,605
60 115-000 109-050 5-270 5.2% 0-211 0.6% 55% False False 268,980
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-103
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-028
2.618 114-227
1.618 113-277
1.000 113-110
0.618 113-007
HIGH 112-160
0.618 112-057
0.500 112-025
0.382 111-313
LOW 111-210
0.618 111-043
1.000 110-260
1.618 110-093
2.618 109-143
4.250 108-022
Fisher Pivots for day following 24-Sep-2008
Pivot 1 day 3 day
R1 112-086 112-076
PP 112-056 112-035
S1 112-025 111-314

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

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