ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 22-May-2008
Day Change Summary
Previous Current
21-May-2008 22-May-2008 Change Change % Previous Week
Open 114-180 114-110 -0-070 -0.2% 114-280
High 114-210 114-140 -0-070 -0.2% 115-010
Low 114-010 113-030 -0-300 -0.8% 113-000
Close 114-090 113-110 -0-300 -0.8% 113-280
Range 0-200 1-110 0-230 115.0% 2-010
ATR 0-262 0-274 0-012 4.6% 0-000
Volume 115,726 152,172 36,446 31.5% 176,260
Daily Pivots for day following 22-May-2008
Classic Woodie Camarilla DeMark
R4 117-210 116-270 114-026
R3 116-100 115-160 113-228
R2 114-310 114-310 113-189
R1 114-050 114-050 113-149 113-285
PP 113-200 113-200 113-200 113-158
S1 112-260 112-260 113-071 112-175
S2 112-090 112-090 113-031
S3 110-300 111-150 112-312
S4 109-190 110-040 112-194
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
5 114-210 113-030 1-180 1.4% 0-272 0.7% 16% False True 87,256
10 115-030 113-000 2-030 1.8% 0-274 0.8% 16% False False 56,681
20 115-030 113-000 2-030 1.8% 0-267 0.7% 16% False False 33,367
40 117-190 113-000 4-190 4.1% 0-233 0.6% 7% False False 17,610
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 0-073
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-048
2.618 117-306
1.618 116-196
1.000 115-250
0.618 115-086
HIGH 114-140
0.618 113-296
0.500 113-245
0.382 113-194
LOW 113-030
0.618 112-084
1.000 111-240
1.618 110-294
2.618 109-184
4.250 107-122
Fisher Pivots for day following 22-May-2008
Pivot 1 day 3 day
R1 113-245 113-280
PP 113-200 113-223
S1 113-155 113-167

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

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