ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 03-Nov-2008
Day Change Summary
Previous Current
31-Oct-2008 03-Nov-2008 Change Change % Previous Week
Open 113-125 113-090 -0-035 -0.1% 113-310
High 114-045 114-097 0-052 0.1% 114-122
Low 113-040 113-020 -0-020 -0.1% 113-017
Close 113-082 114-052 0-290 0.8% 113-082
Range 1-005 1-077 0-072 22.2% 1-105
ATR 0-310 0-316 0-006 2.0% 0-000
Volume 352,008 384,135 32,127 9.1% 1,877,945
Daily Pivots for day following 03-Nov-2008
Classic Woodie Camarilla DeMark
R4 117-181 117-033 114-270
R3 116-104 115-276 114-161
R2 115-027 115-027 114-125
R1 114-199 114-199 114-088 114-273
PP 113-270 113-270 113-270 113-306
S1 113-122 113-122 114-016 113-196
S2 112-193 112-193 113-299
S3 111-116 112-045 113-263
S4 110-039 110-288 113-154
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 117-175 116-234 113-316
R3 116-070 115-129 113-199
R2 114-285 114-285 113-160
R1 114-024 114-024 113-121 113-262
PP 113-180 113-180 113-180 113-140
S1 112-239 112-239 113-043 112-157
S2 112-075 112-075 113-004
S3 110-290 111-134 112-285
S4 109-185 110-029 112-168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-097 113-017 1-080 1.1% 0-287 0.8% 89% True False 367,364
10 114-190 112-202 1-308 1.7% 0-285 0.8% 78% False False 371,177
20 114-260 111-075 3-185 3.1% 0-317 0.9% 82% False False 417,862
40 115-000 111-075 3-245 3.3% 1-022 0.9% 78% False False 593,450
60 115-000 110-180 4-140 3.9% 0-291 0.8% 81% False False 487,792
80 115-000 109-050 5-270 5.1% 0-261 0.7% 86% False False 366,430
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 119-184
2.618 117-176
1.618 116-099
1.000 115-174
0.618 115-022
HIGH 114-097
0.618 113-265
0.500 113-218
0.382 113-172
LOW 113-020
0.618 112-095
1.000 111-263
1.618 111-018
2.618 109-261
4.250 107-253
Fisher Pivots for day following 03-Nov-2008
Pivot 1 day 3 day
R1 114-001 114-000
PP 113-270 113-269
S1 113-218 113-217

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

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