ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 28-Nov-2008
Day Change Summary
Previous Current
27-Nov-2008 28-Nov-2008 Change Change % Previous Week
Open 116-090 116-062 -0-028 -0.1% 115-210
High 116-110 116-265 0-155 0.4% 116-265
Low 115-290 115-275 -0-015 0.0% 114-240
Close 116-010 116-227 0-217 0.6% 116-227
Range 0-140 0-310 0-170 121.4% 2-025
ATR 0-241 0-246 0-005 2.1% 0-000
Volume 434,263 248,104 -186,159 -42.9% 1,548,730
Daily Pivots for day following 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 119-119 119-003 117-078
R3 118-129 118-013 116-312
R2 117-139 117-139 116-284
R1 117-023 117-023 116-255 117-081
PP 116-149 116-149 116-149 116-178
S1 116-033 116-033 116-199 116-091
S2 115-159 115-159 116-170
S3 114-169 115-043 116-142
S4 113-179 114-053 116-056
Weekly Pivots for week ending 28-Nov-2008
Classic Woodie Camarilla DeMark
R4 122-106 121-191 117-273
R3 120-081 119-166 117-090
R2 118-056 118-056 117-029
R1 117-141 117-141 116-288 117-258
PP 116-031 116-031 116-031 116-089
S1 115-116 115-116 116-166 115-234
S2 114-006 114-006 116-105
S3 111-301 113-091 116-044
S4 109-276 111-066 115-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-265 114-240 2-025 1.8% 0-276 0.7% 94% True False 309,746
10 116-265 114-120 2-145 2.1% 0-246 0.7% 95% True False 182,124
20 116-265 111-270 4-315 4.3% 0-226 0.6% 98% True False 94,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-302
2.618 119-117
1.618 118-127
1.000 117-255
0.618 117-137
HIGH 116-265
0.618 116-147
0.500 116-110
0.382 116-073
LOW 115-275
0.618 115-083
1.000 114-285
1.618 114-093
2.618 113-103
4.250 111-238
Fisher Pivots for day following 28-Nov-2008
Pivot 1 day 3 day
R1 116-188 116-184
PP 116-149 116-141
S1 116-110 116-098

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

View Archives - Comment on this page... - Back to Index of Symbols