ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 12-Dec-2008
Day Change Summary
Previous Current
11-Dec-2008 12-Dec-2008 Change Change % Previous Week
Open 121-037 121-280 0-243 0.6% 121-125
High 121-130 121-290 0-160 0.4% 121-290
Low 120-280 120-155 -0-125 -0.3% 120-000
Close 121-102 121-065 -0-037 -0.1% 121-065
Range 0-170 1-135 0-285 167.6% 1-290
ATR 0-291 0-303 0-012 4.0% 0-000
Volume 13,774 8,012 -5,762 -41.8% 90,412
Daily Pivots for day following 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 125-148 124-242 121-315
R3 124-013 123-107 121-190
R2 122-198 122-198 121-148
R1 121-292 121-292 121-107 121-178
PP 121-063 121-063 121-063 121-006
S1 120-157 120-157 121-023 120-042
S2 119-248 119-248 120-302
S3 118-113 119-022 120-260
S4 116-298 117-207 120-135
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 126-242 125-283 122-080
R3 124-272 123-313 121-233
R2 122-302 122-302 121-177
R1 122-023 122-023 121-121 121-178
PP 121-012 121-012 121-012 120-249
S1 120-053 120-053 121-009 119-208
S2 119-042 119-042 120-273
S3 117-072 118-083 120-217
S4 115-102 116-113 120-050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-290 120-000 1-290 1.6% 0-317 0.8% 63% True False 18,082
10 121-290 119-067 2-223 2.2% 1-001 0.8% 74% True False 61,439
20 121-290 116-040 5-250 4.8% 0-294 0.8% 88% True False 241,391
40 121-290 112-052 9-238 8.0% 0-280 0.7% 93% True False 288,039
60 121-290 111-075 10-215 8.8% 0-313 0.8% 93% True False 382,863
80 121-290 111-062 10-228 8.8% 0-302 0.8% 93% True False 450,112
100 121-290 109-240 12-050 10.0% 0-272 0.7% 94% True False 362,413
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 False
Bear Hook False
Bull Hook False
Stretch 0-067
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 127-304
2.618 125-201
1.618 124-066
1.000 123-105
0.618 122-251
HIGH 121-290
0.618 121-116
0.500 121-062
0.382 121-009
LOW 120-155
0.618 119-194
1.000 119-020
1.618 118-059
2.618 116-244
4.250 114-141
Fisher Pivots for day following 12-Dec-2008
Pivot 1 day 3 day
R1 121-064 121-062
PP 121-063 121-060
S1 121-062 121-058

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

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