ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 24-Apr-2008
Day Change Summary
Previous Current
23-Apr-2008 24-Apr-2008 Change Change % Previous Week
Open 115-080 114-190 -0-210 -0.6% 116-140
High 115-080 114-210 -0-190 -0.5% 116-310
Low 114-100 113-110 -0-310 -0.8% 113-230
Close 114-180 113-260 -0-240 -0.7% 114-180
Range 0-300 1-100 0-120 40.0% 3-080
ATR 0-255 0-266 0-012 4.6% 0-000
Volume 4,889 4,980 91 1.9% 18,306
Daily Pivots for day following 24-Apr-2008
Classic Woodie Camarilla DeMark
R4 117-280 117-050 114-171
R3 116-180 115-270 114-056
R2 115-080 115-080 114-017
R1 114-170 114-170 113-298 114-075
PP 113-300 113-300 113-300 113-252
S1 113-070 113-070 113-222 112-295
S2 112-200 112-200 113-183
S3 111-100 111-290 113-144
S4 110-000 110-190 113-029
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
5 115-080 113-110 1-290 1.7% 0-302 0.8% 25% False True 5,801
10 116-310 113-110 3-200 3.2% 0-255 0.7% 13% False True 3,649
20 117-190 113-110 4-080 3.7% 0-200 0.5% 11% False True 1,854
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 0-039
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 120-075
2.618 118-030
1.618 116-250
1.000 115-310
0.618 115-150
HIGH 114-210
0.618 114-050
0.500 114-000
0.382 113-270
LOW 113-110
0.618 112-170
1.000 112-010
1.618 111-070
2.618 109-290
4.250 107-245
Fisher Pivots for day following 24-Apr-2008
Pivot 1 day 3 day
R1 114-000 114-095
PP 113-300 114-043
S1 113-280 113-312

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

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