ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 23-Apr-2008
Day Change Summary
Previous Current
22-Apr-2008 23-Apr-2008 Change Change % Previous Week
Open 114-170 115-080 0-230 0.6% 116-140
High 115-000 115-080 0-080 0.2% 116-310
Low 114-160 114-100 -0-060 -0.2% 113-230
Close 114-230 114-180 -0-050 -0.1% 114-180
Range 0-160 0-300 0-140 87.5% 3-080
ATR 0-251 0-255 0-003 1.4% 0-000
Volume 1,518 4,889 3,371 222.1% 18,306
Daily Pivots for day following 23-Apr-2008
Classic Woodie Camarilla DeMark
R4 117-167 116-313 115-025
R3 116-187 116-013 114-262
R2 115-207 115-207 114-235
R1 115-033 115-033 114-208 114-290
PP 114-227 114-227 114-227 114-195
S1 114-053 114-053 114-152 113-310
S2 113-247 113-247 114-125
S3 112-267 113-073 114-098
S4 111-287 112-093 114-015
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 124-267 122-303 116-112
R3 121-187 119-223 115-146
R2 118-107 118-107 115-051
R1 116-143 116-143 114-275 115-245
PP 115-027 115-027 115-027 114-238
S1 113-063 113-063 114-085 112-165
S2 111-267 111-267 113-309
S3 108-187 109-303 113-214
S4 105-107 106-223 112-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-080 113-230 1-170 1.3% 0-258 0.7% 55% True False 5,581
10 116-310 113-230 3-080 2.8% 0-242 0.7% 26% False False 3,201
20 117-190 113-230 3-280 3.4% 0-186 0.5% 22% False False 1,605
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-075
2.618 117-225
1.618 116-245
1.000 116-060
0.618 115-265
HIGH 115-080
0.618 114-285
0.500 114-250
0.382 114-215
LOW 114-100
0.618 113-235
1.000 113-120
1.618 112-255
2.618 111-275
4.250 110-105
Fisher Pivots for day following 23-Apr-2008
Pivot 1 day 3 day
R1 114-250 114-200
PP 114-227 114-193
S1 114-203 114-187

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

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