ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 29-May-2008
Day Change Summary
Previous Current
28-May-2008 29-May-2008 Change Change % Previous Week
Open 113-130 112-190 -0-260 -0.7% 113-290
High 113-190 112-220 -0-290 -0.8% 114-210
Low 112-140 111-180 -0-280 -0.8% 113-020
Close 112-210 112-050 -0-160 -0.4% 114-030
Range 1-050 1-040 -0-010 -2.7% 1-190
ATR 0-270 0-277 0-006 2.4% 0-000
Volume 540,234 820,167 279,933 51.8% 522,300
Daily Pivots for day following 29-May-2008
Classic Woodie Camarilla DeMark
R4 115-163 114-307 112-248
R3 114-123 113-267 112-149
R2 113-083 113-083 112-116
R1 112-227 112-227 112-083 112-135
PP 112-043 112-043 112-043 111-318
S1 111-187 111-187 112-017 111-095
S2 111-003 111-003 111-304
S3 109-283 110-147 111-271
S4 108-243 109-107 111-172
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
5 114-040 111-180 2-180 2.3% 0-274 0.8% 23% False True 367,284
10 114-210 111-180 3-030 2.8% 0-273 0.8% 19% False True 227,270
20 115-030 111-180 3-170 3.1% 0-280 0.8% 17% False True 123,878
40 116-310 111-180 5-130 4.8% 0-251 0.7% 11% False True 63,519
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-150
2.618 115-202
1.618 114-162
1.000 113-260
0.618 113-122
HIGH 112-220
0.618 112-082
0.500 112-040
0.382 111-318
LOW 111-180
0.618 110-278
1.000 110-140
1.618 109-238
2.618 108-198
4.250 106-250
Fisher Pivots for day following 29-May-2008
Pivot 1 day 3 day
R1 112-047 112-255
PP 112-043 112-187
S1 112-040 112-118

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

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