ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 25-Sep-2008
Day Change Summary
Previous Current
24-Sep-2008 25-Sep-2008 Change Change % Previous Week
Open 111-287 112-070 0-103 0.3% 113-065
High 112-160 112-097 -0-063 -0.2% 115-000
Low 111-210 111-165 -0-045 -0.1% 111-180
Close 112-117 111-200 -0-237 -0.7% 112-032
Range 0-270 0-252 -0-018 -6.7% 3-140
ATR 0-315 0-312 -0-003 -1.0% 0-000
Volume 638,462 639,633 1,171 0.2% 4,940,973
Daily Pivots for day following 25-Sep-2008
Classic Woodie Camarilla DeMark
R4 114-057 113-220 112-019
R3 113-125 112-288 111-269
R2 112-193 112-193 111-246
R1 112-036 112-036 111-223 111-308
PP 111-261 111-261 111-261 111-237
S1 111-104 111-104 111-177 111-056
S2 111-009 111-009 111-154
S3 110-077 110-172 111-131
S4 109-145 109-240 111-061
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
5 113-255 111-147 2-108 2.1% 1-015 0.9% 7% False False 695,761
10 115-000 111-147 3-173 3.2% 1-058 1.1% 5% False False 845,785
20 115-000 111-062 3-258 3.4% 0-311 0.9% 11% False False 765,664
40 115-000 110-060 4-260 4.3% 0-234 0.7% 30% False False 418,560
60 115-000 109-050 5-270 5.2% 0-212 0.6% 42% False False 279,639
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 0-102
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-208
2.618 114-117
1.618 113-185
1.000 113-029
0.618 112-253
HIGH 112-097
0.618 112-001
0.500 111-291
0.382 111-261
LOW 111-165
0.618 111-009
1.000 110-233
1.618 110-077
2.618 109-145
4.250 108-054
Fisher Pivots for day following 25-Sep-2008
Pivot 1 day 3 day
R1 111-291 112-002
PP 111-261 111-282
S1 111-230 111-241

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

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