ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 17-Apr-2008
Day Change Summary
Previous Current
16-Apr-2008 17-Apr-2008 Change Change % Previous Week
Open 115-100 114-310 -0-110 -0.3% 115-310
High 115-290 115-040 -0-250 -0.7% 116-280
Low 115-000 114-160 -0-160 -0.4% 115-170
Close 115-020 114-250 -0-090 -0.2% 116-260
Range 0-290 0-200 -0-090 -31.0% 1-110
ATR 0-253 0-249 -0-004 -1.5% 0-000
Volume 2,150 3,880 1,730 80.5% 852
Daily Pivots for day following 17-Apr-2008
Classic Woodie Camarilla DeMark
R4 116-217 116-113 115-040
R3 116-017 115-233 114-305
R2 115-137 115-137 114-287
R1 115-033 115-033 114-268 114-305
PP 114-257 114-257 114-257 114-232
S1 114-153 114-153 114-232 114-105
S2 114-057 114-057 114-213
S3 113-177 113-273 114-195
S4 112-297 113-073 114-140
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
5 116-310 114-160 2-150 2.2% 0-208 0.6% 11% False True 1,497
10 116-310 114-160 2-150 2.2% 0-183 0.5% 11% False True 802
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 0-039
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-250
2.618 116-244
1.618 116-044
1.000 115-240
0.618 115-164
HIGH 115-040
0.618 114-284
0.500 114-260
0.382 114-236
LOW 114-160
0.618 114-036
1.000 113-280
1.618 113-156
2.618 112-276
4.250 111-270
Fisher Pivots for day following 17-Apr-2008
Pivot 1 day 3 day
R1 114-260 115-230
PP 114-257 115-130
S1 114-253 115-030

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

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