ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 21-May-2008
Day Change Summary
Previous Current
20-May-2008 21-May-2008 Change Change % Previous Week
Open 114-000 114-180 0-180 0.5% 114-280
High 114-190 114-210 0-020 0.1% 115-010
Low 113-280 114-010 0-050 0.1% 113-000
Close 114-190 114-090 -0-100 -0.3% 113-280
Range 0-230 0-200 -0-030 -13.0% 2-010
ATR 0-267 0-262 -0-005 -1.8% 0-000
Volume 64,178 115,726 51,548 80.3% 176,260
Daily Pivots for day following 21-May-2008
Classic Woodie Camarilla DeMark
R4 116-063 115-277 114-200
R3 115-183 115-077 114-145
R2 114-303 114-303 114-127
R1 114-197 114-197 114-108 114-150
PP 114-103 114-103 114-103 114-080
S1 113-317 113-317 114-072 113-270
S2 113-223 113-223 114-053
S3 113-023 113-117 114-035
S4 112-143 112-237 113-300
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 120-020 119-000 114-318
R3 118-010 116-310 114-139
R2 116-000 116-000 114-079
R1 114-300 114-300 114-020 114-145
PP 113-310 113-310 113-310 113-232
S1 112-290 112-290 113-220 112-135
S2 111-300 111-300 113-161
S3 109-290 110-280 113-101
S4 107-280 108-270 112-242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-210 113-020 1-190 1.4% 0-254 0.7% 76% True False 71,013
10 115-030 113-000 2-030 1.8% 0-260 0.7% 61% False False 43,848
20 115-030 113-000 2-030 1.8% 0-266 0.7% 61% False False 26,007
40 117-190 113-000 4-190 4.0% 0-226 0.6% 28% False False 13,806
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 0-073
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-100
2.618 116-094
1.618 115-214
1.000 115-090
0.618 115-014
HIGH 114-210
0.618 114-134
0.500 114-110
0.382 114-086
LOW 114-010
0.618 113-206
1.000 113-130
1.618 113-006
2.618 112-126
4.250 111-120
Fisher Pivots for day following 21-May-2008
Pivot 1 day 3 day
R1 114-110 114-073
PP 114-103 114-057
S1 114-097 114-040

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

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