ECBOT 5 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 18-Dec-2008
Day Change Summary
Previous Current
17-Dec-2008 18-Dec-2008 Change Change % Previous Week
Open 122-210 122-100 -0-110 -0.3% 121-125
High 122-315 122-177 -0-138 -0.4% 121-290
Low 121-310 122-022 0-032 0.1% 120-000
Close 122-015 122-082 0-067 0.2% 121-065
Range 1-005 0-155 -0-170 -52.3% 1-290
ATR 0-301 0-291 -0-010 -3.3% 0-000
Volume 4,565 6,480 1,915 41.9% 90,412
Daily Pivots for day following 18-Dec-2008
Classic Woodie Camarilla DeMark
R4 123-239 123-155 122-167
R3 123-084 123-000 122-125
R2 122-249 122-249 122-110
R1 122-165 122-165 122-096 122-130
PP 122-094 122-094 122-094 122-076
S1 122-010 122-010 122-068 121-294
S2 121-259 121-259 122-054
S3 121-104 121-175 122-039
S4 120-269 121-020 121-317
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% 0-295 0.8% 71% False False 7,268
10 122-315 120-000 2-315 2.4% 0-298 0.8% 76% False False 16,768
20 122-315 117-115 5-200 4.6% 0-303 0.8% 87% False False 181,504
40 122-315 113-017 9-298 8.1% 0-281 0.7% 93% False False 249,786
60 122-315 111-075 11-240 9.6% 0-306 0.8% 94% False False 336,015
80 122-315 111-062 11-253 9.6% 0-306 0.8% 94% False False 442,478
100 122-315 109-260 13-055 10.8% 0-277 0.7% 94% False False 362,651
120 122-315 109-050 13-265 11.3% 0-258 0.7% 95% False False 302,498
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-079
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 124-196
2.618 123-263
1.618 123-108
1.000 123-012
0.618 122-273
HIGH 122-177
0.618 122-118
0.500 122-100
0.382 122-081
LOW 122-022
0.618 121-246
1.000 121-187
1.618 121-091
2.618 120-256
4.250 120-003
Fisher Pivots for day following 18-Dec-2008
Pivot 1 day 3 day
R1 122-100 122-066
PP 122-094 122-051
S1 122-088 122-035

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

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