ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 10-Oct-2008
Day Change Summary
Previous Current
09-Oct-2008 10-Oct-2008 Change Change % Previous Week
Open 113-207 113-047 -0-160 -0.4% 113-305
High 113-215 113-232 0-017 0.0% 114-260
Low 112-170 112-020 -0-150 -0.4% 112-020
Close 112-172 112-212 0-040 0.1% 112-212
Range 1-045 1-212 0-167 45.8% 2-240
ATR 1-053 1-064 0-011 3.0% 0-000
Volume 823,736 431,819 -391,917 -47.6% 3,112,742
Daily Pivots for day following 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 117-257 116-287 113-185
R3 116-045 115-075 113-038
R2 114-153 114-153 112-310
R1 113-183 113-183 112-261 113-062
PP 112-261 112-261 112-261 112-201
S1 111-291 111-291 112-163 111-170
S2 111-049 111-049 112-114
S3 109-157 110-079 112-066
S4 107-265 108-187 111-239
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 121-137 119-255 114-056
R3 118-217 117-015 113-134
R2 115-297 115-297 113-053
R1 114-095 114-095 112-293 113-236
PP 113-057 113-057 113-057 112-288
S1 111-175 111-175 112-131 110-316
S2 110-137 110-137 112-051
S3 107-217 108-255 111-290
S4 104-297 106-015 111-048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-260 112-020 2-240 2.4% 1-106 1.2% 22% False True 622,548
10 114-260 111-255 3-005 2.7% 1-127 1.2% 29% False False 593,114
20 115-000 111-147 3-173 3.1% 1-092 1.1% 34% False False 709,443
40 115-000 111-062 3-258 3.4% 0-307 0.9% 39% False False 583,526
60 115-000 109-050 5-270 5.2% 0-260 0.7% 60% False False 390,041
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 0-073
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-253
2.618 118-025
1.618 116-133
1.000 115-124
0.618 114-241
HIGH 113-232
0.618 113-029
0.500 112-286
0.382 112-223
LOW 112-020
0.618 111-011
1.000 110-128
1.618 109-119
2.618 107-227
4.250 104-319
Fisher Pivots for day following 10-Oct-2008
Pivot 1 day 3 day
R1 112-286 113-140
PP 112-261 113-057
S1 112-237 112-295

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

View Archives - Comment on this page... - Back to Index of Symbols