ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 121-280 122-210 0-250 0.6% 121-125
High 122-150 122-315 0-165 0.4% 121-290
Low 121-075 121-310 0-235 0.6% 120-000
Close 122-095 122-015 -0-080 -0.2% 121-065
Range 1-075 1-005 -0-070 -17.7% 1-290
ATR 0-300 0-301 0-002 0.6% 0-000
Volume 8,597 4,565 -4,032 -46.9% 90,412
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 125-122 124-233 122-194
R3 124-117 123-228 122-104
R2 123-112 123-112 122-075
R1 122-223 122-223 122-045 122-165
PP 122-107 122-107 122-107 122-078
S1 121-218 121-218 121-305 121-160
S2 121-102 121-102 121-275
S3 120-097 120-213 121-246
S4 119-092 119-208 121-156
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
5 122-315 120-155 2-160 2.0% 0-298 0.8% 63% True False 8,727
10 122-315 120-000 2-315 2.4% 0-311 0.8% 69% True False 22,544
20 122-315 117-015 5-300 4.9% 0-309 0.8% 84% True False 199,225
40 122-315 113-017 9-298 8.1% 0-281 0.7% 91% True False 258,684
60 122-315 111-075 11-240 9.6% 0-308 0.8% 92% True False 346,548
80 122-315 111-062 11-253 9.7% 0-306 0.8% 92% True False 446,940
100 122-315 109-260 13-055 10.8% 0-277 0.7% 93% True False 362,606
120 122-315 109-050 13-265 11.3% 0-257 0.7% 93% True False 302,444
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 True
Stretch 0-084
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-096
2.618 125-206
1.618 124-201
1.000 124-000
0.618 123-196
HIGH 122-315
0.618 122-191
0.500 122-152
0.382 122-114
LOW 121-310
0.618 121-109
1.000 120-305
1.618 120-104
2.618 119-099
4.250 117-209
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 122-152 122-032
PP 122-107 122-027
S1 122-061 122-021

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

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