ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 28-Oct-2008
Day Change Summary
Previous Current
27-Oct-2008 28-Oct-2008 Change Change % Previous Week
Open 113-310 113-310 0-000 0.0% 112-190
High 114-122 114-020 -0-102 -0.3% 114-190
Low 113-202 113-090 -0-112 -0.3% 112-052
Close 113-255 113-152 -0-103 -0.3% 113-262
Range 0-240 0-250 0-010 4.2% 2-138
ATR 1-006 1-001 -0-005 -1.7% 0-000
Volume 425,259 358,849 -66,410 -15.6% 1,826,264
Daily Pivots for day following 28-Oct-2008
Classic Woodie Camarilla DeMark
R4 115-304 115-158 113-290
R3 115-054 114-228 113-221
R2 114-124 114-124 113-198
R1 113-298 113-298 113-175 113-246
PP 113-194 113-194 113-194 113-168
S1 113-048 113-048 113-129 112-316
S2 112-264 112-264 113-106
S3 112-014 112-118 113-083
S4 111-084 111-188 113-014
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 120-262 119-240 115-050
R3 118-124 117-102 114-156
R2 115-306 115-306 114-085
R1 114-284 114-284 114-013 115-135
PP 113-168 113-168 113-168 113-254
S1 112-146 112-146 113-191 112-317
S2 111-030 111-030 113-119
S3 108-212 110-008 113-048
S4 106-074 107-190 112-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-190 113-082 1-108 1.2% 0-259 0.7% 16% False False 381,791
10 114-190 111-175 3-015 2.7% 0-269 0.7% 63% False False 392,618
20 114-260 111-075 3-185 3.2% 1-001 0.9% 63% False False 458,463
40 115-000 111-062 3-258 3.4% 1-021 0.9% 60% False False 621,521
60 115-000 110-070 4-250 4.2% 0-282 0.8% 68% False False 463,482
80 115-000 109-050 5-270 5.1% 0-254 0.7% 74% False False 348,015
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 0-063
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-122
2.618 116-034
1.618 115-104
1.000 114-270
0.618 114-174
HIGH 114-020
0.618 113-244
0.500 113-215
0.382 113-186
LOW 113-090
0.618 112-256
1.000 112-160
1.618 112-006
2.618 111-076
4.250 109-308
Fisher Pivots for day following 28-Oct-2008
Pivot 1 day 3 day
R1 113-215 113-300
PP 113-194 113-251
S1 113-173 113-201

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

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