ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 23-May-2008
Day Change Summary
Previous Current
22-May-2008 23-May-2008 Change Change % Previous Week
Open 114-110 113-130 -0-300 -0.8% 113-290
High 114-140 114-040 -0-100 -0.3% 114-210
Low 113-030 113-020 -0-010 0.0% 113-020
Close 113-110 114-030 0-240 0.7% 114-030
Range 1-110 1-020 -0-090 -20.9% 1-190
ATR 0-274 0-279 0-005 1.7% 0-000
Volume 152,172 151,838 -334 -0.2% 522,300
Daily Pivots for day following 23-May-2008
Classic Woodie Camarilla DeMark
R4 116-303 116-187 114-217
R3 115-283 115-167 114-124
R2 114-263 114-263 114-092
R1 114-147 114-147 114-061 114-205
PP 113-243 113-243 113-243 113-272
S1 113-127 113-127 113-319 113-185
S2 112-223 112-223 113-288
S3 111-203 112-107 113-256
S4 110-183 111-087 113-163
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 118-230 118-000 114-310
R3 117-040 116-130 114-170
R2 115-170 115-170 114-124
R1 114-260 114-260 114-077 115-055
PP 113-300 113-300 113-300 114-038
S1 113-070 113-070 113-303 113-185
S2 112-110 112-110 113-256
S3 110-240 111-200 113-210
S4 109-050 110-010 113-070
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% 0-280 0.8% 65% False True 104,460
10 115-010 113-000 2-010 1.8% 0-291 0.8% 54% False False 69,856
20 115-030 113-000 2-030 1.8% 0-274 0.8% 52% False False 40,721
40 117-190 113-000 4-190 4.0% 0-238 0.7% 24% False False 21,406
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 0-077
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-205
2.618 116-290
1.618 115-270
1.000 115-060
0.618 114-250
HIGH 114-040
0.618 113-230
0.500 113-190
0.382 113-150
LOW 113-020
0.618 112-130
1.000 112-000
1.618 111-110
2.618 110-090
4.250 108-175
Fisher Pivots for day following 23-May-2008
Pivot 1 day 3 day
R1 113-297 114-005
PP 113-243 113-300
S1 113-190 113-275

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

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