ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 27-May-2008
Day Change Summary
Previous Current
26-May-2008 27-May-2008 Change Change % Previous Week
Open 114-000 114-000 0-000 0.0% 113-290
High 114-010 114-010 0-000 0.0% 114-210
Low 113-280 113-080 -0-200 -0.5% 113-020
Close 113-280 113-130 -0-150 -0.4% 114-030
Range 0-050 0-250 0-200 400.0% 1-190
ATR 0-264 0-263 -0-001 -0.4% 0-000
Volume 151,838 172,343 20,505 13.5% 522,300
Daily Pivots for day following 27-May-2008
Classic Woodie Camarilla DeMark
R4 115-290 115-140 113-268
R3 115-040 114-210 113-199
R2 114-110 114-110 113-176
R1 113-280 113-280 113-153 113-230
PP 113-180 113-180 113-180 113-155
S1 113-030 113-030 113-107 112-300
S2 112-250 112-250 113-084
S3 112-000 112-100 113-061
S4 111-070 111-170 112-312
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% 0-254 0.7% 22% False False 148,783
10 114-210 113-000 1-210 1.5% 0-261 0.7% 25% False False 100,011
20 115-030 113-000 2-030 1.8% 0-272 0.8% 19% False False 56,568
40 116-310 113-000 3-310 3.5% 0-237 0.7% 10% False False 29,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-112
2.618 116-024
1.618 115-094
1.000 114-260
0.618 114-164
HIGH 114-010
0.618 113-234
0.500 113-205
0.382 113-176
LOW 113-080
0.618 112-246
1.000 112-150
1.618 111-316
2.618 111-066
4.250 109-298
Fisher Pivots for day following 27-May-2008
Pivot 1 day 3 day
R1 113-205 113-190
PP 113-180 113-170
S1 113-155 113-150

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

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