ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 114-000 113-130 -0-190 -0.5% 113-290
High 114-010 113-190 -0-140 -0.4% 114-210
Low 113-080 112-140 -0-260 -0.7% 113-020
Close 113-130 112-210 -0-240 -0.7% 114-030
Range 0-250 1-050 0-120 48.0% 1-190
ATR 0-263 0-270 0-008 2.9% 0-000
Volume 172,343 540,234 367,891 213.5% 522,300
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 116-117 115-213 113-094
R3 115-067 114-163 112-312
R2 114-017 114-017 112-278
R1 113-113 113-113 112-244 113-040
PP 112-287 112-287 112-287 112-250
S1 112-063 112-063 112-176 111-310
S2 111-237 111-237 112-142
S3 110-187 111-013 112-108
S4 109-137 109-283 112-006
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
5 114-140 112-140 2-000 1.8% 0-288 0.8% 11% False True 233,685
10 114-210 112-140 2-070 2.0% 0-271 0.8% 10% False True 152,349
20 115-030 112-140 2-210 2.4% 0-274 0.8% 8% False True 83,172
40 116-310 112-140 4-170 4.0% 0-245 0.7% 5% False True 43,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-059
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-162
2.618 116-199
1.618 115-149
1.000 114-240
0.618 114-099
HIGH 113-190
0.618 113-049
0.500 113-005
0.382 112-281
LOW 112-140
0.618 111-231
1.000 111-090
1.618 110-181
2.618 109-131
4.250 107-168
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 113-005 113-075
PP 112-287 113-013
S1 112-248 112-272

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

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