ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 15-Apr-2008
Day Change Summary
Previous Current
14-Apr-2008 15-Apr-2008 Change Change % Previous Week
Open 116-140 116-040 -0-100 -0.3% 115-310
High 116-310 116-300 -0-010 0.0% 116-280
Low 116-140 115-240 -0-220 -0.6% 115-170
Close 116-140 115-280 -0-180 -0.5% 116-260
Range 0-170 1-060 0-210 123.5% 1-110
ATR 0-240 0-250 0-010 4.2% 0-000
Volume 82 1,057 975 1,189.0% 852
Daily Pivots for day following 15-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-240 119-000 116-169
R3 118-180 117-260 116-064
R2 117-120 117-120 116-030
R1 116-200 116-200 115-315 116-130
PP 116-060 116-060 116-060 116-025
S1 115-140 115-140 115-245 115-070
S2 115-000 115-000 115-210
S3 113-260 114-080 115-176
S4 112-200 113-020 115-071
Weekly Pivots for week ending 11-Apr-2008
Classic Woodie Camarilla DeMark
R4 120-140 119-310 117-176
R3 119-030 118-200 117-058
R2 117-240 117-240 117-019
R1 117-090 117-090 116-299 117-165
PP 116-130 116-130 116-130 116-168
S1 115-300 115-300 116-221 116-055
S2 115-020 115-020 116-181
S3 113-230 114-190 116-142
S4 112-120 113-080 116-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-310 115-240 1-070 1.1% 0-178 0.5% 10% False True 392
10 116-310 115-170 1-140 1.2% 0-151 0.4% 24% False False 204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 121-315
2.618 120-015
1.618 118-275
1.000 118-040
0.618 117-215
HIGH 116-300
0.618 116-155
0.500 116-110
0.382 116-065
LOW 115-240
0.618 115-005
1.000 114-180
1.618 113-265
2.618 112-205
4.250 110-225
Fisher Pivots for day following 15-Apr-2008
Pivot 1 day 3 day
R1 116-110 116-115
PP 116-060 116-063
S1 116-010 116-012

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

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