ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 03-Oct-2008
Day Change Summary
Previous Current
02-Oct-2008 03-Oct-2008 Change Change % Previous Week
Open 112-230 113-170 0-260 0.7% 111-297
High 113-210 113-287 0-077 0.2% 114-100
Low 112-195 112-270 0-075 0.2% 111-255
Close 113-165 113-197 0-032 0.1% 113-197
Range 1-015 1-017 0-002 0.6% 2-165
ATR 1-032 1-031 -0-001 -0.3% 0-000
Volume 558,941 489,347 -69,594 -12.5% 2,818,401
Daily Pivots for day following 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 116-196 116-053 114-062
R3 115-179 115-036 113-290
R2 114-162 114-162 113-259
R1 114-019 114-019 113-228 114-090
PP 113-145 113-145 113-145 113-180
S1 113-002 113-002 113-166 113-074
S2 112-128 112-128 113-135
S3 111-111 111-305 113-104
S4 110-094 110-288 113-012
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 120-252 119-230 115-000
R3 118-087 117-065 114-098
R2 115-242 115-242 114-025
R1 114-220 114-220 113-271 115-071
PP 113-077 113-077 113-077 113-163
S1 112-055 112-055 113-123 112-226
S2 110-232 110-232 113-049
S3 108-067 109-210 112-296
S4 105-222 107-045 112-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-100 111-255 2-165 2.2% 1-148 1.3% 72% False False 563,680
10 114-100 111-147 2-273 2.5% 1-032 1.0% 76% False False 613,514
20 115-000 111-062 3-258 3.4% 1-055 1.0% 64% False False 775,516
40 115-000 110-180 4-140 3.9% 0-275 0.8% 69% False False 506,167
60 115-000 109-050 5-270 5.1% 0-243 0.7% 76% False False 338,195
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-060
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-119
2.618 116-209
1.618 115-192
1.000 114-304
0.618 114-175
HIGH 113-287
0.618 113-158
0.500 113-118
0.382 113-079
LOW 112-270
0.618 112-062
1.000 111-253
1.618 111-045
2.618 110-028
4.250 108-118
Fisher Pivots for day following 03-Oct-2008
Pivot 1 day 3 day
R1 113-171 113-140
PP 113-145 113-083
S1 113-118 113-026

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

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