ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 29-Sep-2008
Day Change Summary
Previous Current
26-Sep-2008 29-Sep-2008 Change Change % Previous Week
Open 111-225 111-297 0-072 0.2% 112-000
High 112-105 114-100 1-315 1.8% 112-160
Low 111-202 111-255 0-053 0.1% 111-147
Close 112-050 113-162 1-112 1.2% 112-050
Range 0-223 2-165 1-262 261.0% 1-013
ATR 0-306 1-021 0-036 11.7% 0-000
Volume 713,159 498,627 -214,532 -30.1% 3,316,748
Daily Pivots for day following 29-Sep-2008
Classic Woodie Camarilla DeMark
R4 120-241 119-206 114-285
R3 118-076 117-041 114-063
R2 115-231 115-231 113-310
R1 114-196 114-196 113-236 115-054
PP 113-066 113-066 113-066 113-154
S1 112-031 112-031 113-088 112-208
S2 110-221 110-221 113-014
S3 108-056 109-186 112-261
S4 105-211 107-021 112-039
Weekly Pivots for week ending 26-Sep-2008
Classic Woodie Camarilla DeMark
R4 115-051 114-224 112-233
R3 114-038 113-211 112-142
R2 113-025 113-025 112-111
R1 112-198 112-198 112-081 112-272
PP 112-012 112-012 112-012 112-049
S1 111-185 111-185 112-019 111-258
S2 110-319 110-319 111-309
S3 109-306 110-172 111-278
S4 108-293 109-159 111-187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-100 111-165 2-255 2.5% 1-025 1.0% 71% True False 604,308
10 115-000 111-147 3-173 3.1% 1-101 1.2% 58% False False 773,984
20 115-000 111-062 3-258 3.4% 1-027 1.0% 61% False False 774,084
40 115-000 110-070 4-250 4.2% 0-251 0.7% 69% False False 448,614
60 115-000 109-050 5-270 5.1% 0-227 0.6% 74% False False 299,626
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-099
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 125-001
2.618 120-287
1.618 118-122
1.000 116-265
0.618 115-277
HIGH 114-100
0.618 113-112
0.500 113-018
0.382 112-243
LOW 111-255
0.618 110-078
1.000 109-090
1.618 107-233
2.618 105-068
4.250 101-034
Fisher Pivots for day following 29-Sep-2008
Pivot 1 day 3 day
R1 113-114 113-099
PP 113-066 113-036
S1 113-018 112-292

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

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