ECBOT 5 Year T-Note Future March 2009


Trading Metrics calculated at close of trading on 04-Dec-2008
Day Change Summary
Previous Current
03-Dec-2008 04-Dec-2008 Change Change % Previous Week
Open 118-000 118-085 0-085 0.2% 115-210
High 118-127 118-247 0-120 0.3% 116-265
Low 117-170 117-275 0-105 0.3% 114-240
Close 118-060 118-200 0-140 0.4% 116-227
Range 0-277 0-292 0-015 5.4% 2-025
ATR 0-256 0-258 0-003 1.0% 0-000
Volume 329,749 275,363 -54,386 -16.5% 1,548,730
Daily Pivots for day following 04-Dec-2008
Classic Woodie Camarilla DeMark
R4 121-050 120-257 119-041
R3 120-078 119-285 118-280
R2 119-106 119-106 118-254
R1 118-313 118-313 118-227 119-050
PP 118-134 118-134 118-134 118-162
S1 118-021 118-021 118-173 118-078
S2 117-162 117-162 118-146
S3 116-190 117-049 118-120
S4 115-218 116-077 118-039
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
5 118-247 115-275 2-292 2.5% 0-301 0.8% 95% True False 274,522
10 118-247 114-240 4-007 3.4% 0-281 0.7% 96% True False 275,876
20 118-247 112-260 5-307 5.0% 0-250 0.7% 98% True False 149,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0-057
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-208
2.618 121-051
1.618 120-079
1.000 119-219
0.618 119-107
HIGH 118-247
0.618 118-135
0.500 118-101
0.382 118-067
LOW 117-275
0.618 117-095
1.000 116-303
1.618 116-123
2.618 115-151
4.250 113-314
Fisher Pivots for day following 04-Dec-2008
Pivot 1 day 3 day
R1 118-167 118-150
PP 118-134 118-099
S1 118-101 118-048

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

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