ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 16-Apr-2008
Day Change Summary
Previous Current
15-Apr-2008 16-Apr-2008 Change Change % Previous Week
Open 116-040 115-100 -0-260 -0.7% 115-310
High 116-300 115-290 -1-010 -0.9% 116-280
Low 115-240 115-000 -0-240 -0.6% 115-170
Close 115-280 115-020 -0-260 -0.7% 116-260
Range 1-060 0-290 -0-090 -23.7% 1-110
ATR 0-250 0-253 0-003 1.1% 0-000
Volume 1,057 2,150 1,093 103.4% 852
Daily Pivots for day following 16-Apr-2008
Classic Woodie Camarilla DeMark
R4 118-013 117-147 115-180
R3 117-043 116-177 115-100
R2 116-073 116-073 115-073
R1 115-207 115-207 115-047 115-155
PP 115-103 115-103 115-103 115-078
S1 114-237 114-237 114-313 114-185
S2 114-133 114-133 114-287
S3 113-163 113-267 114-260
S4 112-193 112-297 114-180
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
5 116-310 115-000 1-310 1.7% 0-226 0.6% 3% False True 821
10 116-310 115-000 1-310 1.7% 0-174 0.5% 3% False True 419
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 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-242
2.618 118-089
1.618 117-119
1.000 116-260
0.618 116-149
HIGH 115-290
0.618 115-179
0.500 115-145
0.382 115-111
LOW 115-000
0.618 114-141
1.000 114-030
1.618 113-171
2.618 112-201
4.250 111-048
Fisher Pivots for day following 16-Apr-2008
Pivot 1 day 3 day
R1 115-145 115-315
PP 115-103 115-217
S1 115-062 115-118

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

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