ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 05-Dec-2008
Day Change Summary
Previous Current
04-Dec-2008 05-Dec-2008 Change Change % Previous Week
Open 121-050 121-135 0-085 0.2% 119-100
High 121-210 121-235 0-025 0.1% 121-235
Low 120-245 120-182 -0-063 -0.2% 119-067
Close 121-165 120-262 -0-223 -0.6% 120-262
Range 0-285 1-053 0-088 30.9% 2-168
ATR 0-292 0-297 0-006 2.0% 0-000
Volume 64,236 48,942 -15,294 -23.8% 523,986
Daily Pivots for day following 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 124-172 123-270 121-147
R3 123-119 122-217 121-045
R2 122-066 122-066 121-010
R1 121-164 121-164 120-296 121-088
PP 121-013 121-013 121-013 120-295
S1 120-111 120-111 120-228 120-036
S2 119-280 119-280 120-194
S3 118-227 119-058 120-159
S4 117-174 118-005 120-057
Weekly Pivots for week ending 05-Dec-2008
Classic Woodie Camarilla DeMark
R4 128-052 127-005 122-066
R3 125-204 124-157 121-164
R2 123-036 123-036 121-090
R1 121-309 121-309 121-016 122-172
PP 120-188 120-188 120-188 120-280
S1 119-141 119-141 120-188 120-004
S2 118-020 118-020 120-114
S3 115-172 116-293 120-040
S4 113-004 114-125 119-138
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-235 119-067 2-168 2.1% 1-005 0.8% 64% True False 104,797
10 121-235 117-115 4-120 3.6% 0-312 0.8% 79% True False 308,708
20 121-235 115-012 6-223 5.5% 0-273 0.7% 86% True False 294,395
40 121-235 111-075 10-160 8.7% 0-284 0.7% 91% True False 329,752
60 121-235 111-075 10-160 8.7% 1-002 0.8% 91% True False 464,340
80 121-235 110-290 10-265 9.0% 0-291 0.8% 92% True False 451,307
100 121-235 109-050 12-185 10.4% 0-265 0.7% 93% True False 361,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-060
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-220
2.618 124-252
1.618 123-199
1.000 122-288
0.618 122-146
HIGH 121-235
0.618 121-093
0.500 121-048
0.382 121-004
LOW 120-182
0.618 119-271
1.000 119-129
1.618 118-218
2.618 117-165
4.250 115-197
Fisher Pivots for day following 05-Dec-2008
Pivot 1 day 3 day
R1 121-048 121-020
PP 121-013 120-314
S1 120-298 120-288

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

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