ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 09-Apr-2008
Day Change Summary
Previous Current
08-Apr-2008 09-Apr-2008 Change Change % Previous Week
Open 115-300 116-230 0-250 0.7% 117-050
High 116-270 116-280 0-010 0.0% 117-190
Low 115-300 116-230 0-250 0.7% 115-200
Close 115-300 116-230 0-250 0.7% 116-250
Range 0-290 0-050 -0-240 -82.8% 1-310
ATR
Volume 18 4 -14 -77.8% 57
Daily Pivots for day following 09-Apr-2008
Classic Woodie Camarilla DeMark
R4 117-077 117-043 116-258
R3 117-027 116-313 116-244
R2 116-297 116-297 116-239
R1 116-263 116-263 116-235 116-255
PP 116-247 116-247 116-247 116-242
S1 116-213 116-213 116-225 116-205
S2 116-197 116-197 116-221
S3 116-147 116-163 116-216
S4 116-097 116-113 116-202
Weekly Pivots for week ending 04-Apr-2008
Classic Woodie Camarilla DeMark
R4 122-183 121-207 117-276
R3 120-193 119-217 117-103
R2 118-203 118-203 117-046
R1 117-227 117-227 116-308 117-060
PP 116-213 116-213 116-213 116-130
S1 115-237 115-237 116-192 115-070
S2 114-223 114-223 116-134
S3 112-233 113-247 116-077
S4 110-243 111-257 115-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-280 115-170 1-110 1.2% 0-122 0.3% 88% True False 17
10 117-190 115-170 2-020 1.8% 0-129 0.3% 58% False False 9
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 False
Stretch 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-172
2.618 117-091
1.618 117-041
1.000 117-010
0.618 116-311
HIGH 116-280
0.618 116-261
0.500 116-255
0.382 116-249
LOW 116-230
0.618 116-199
1.000 116-180
1.618 116-149
2.618 116-099
4.250 116-018
Fisher Pivots for day following 09-Apr-2008
Pivot 1 day 3 day
R1 116-255 116-175
PP 116-247 116-120
S1 116-238 116-065

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

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