ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 30-May-2008
Day Change Summary
Previous Current
29-May-2008 30-May-2008 Change Change % Previous Week
Open 112-190 112-050 -0-140 -0.4% 114-000
High 112-220 112-210 -0-010 0.0% 114-010
Low 111-180 112-040 0-180 0.5% 111-180
Close 112-050 112-130 0-080 0.2% 112-130
Range 1-040 0-170 -0-190 -52.8% 2-150
ATR 0-277 0-269 -0-008 -2.8% 0-000
Volume 820,167 1,089,970 269,803 32.9% 2,774,552
Daily Pivots for day following 30-May-2008
Classic Woodie Camarilla DeMark
R4 113-317 113-233 112-224
R3 113-147 113-063 112-177
R2 112-297 112-297 112-161
R1 112-213 112-213 112-146 112-255
PP 112-127 112-127 112-127 112-148
S1 112-043 112-043 112-114 112-085
S2 111-277 111-277 112-099
S3 111-107 111-193 112-083
S4 110-257 111-023 112-036
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 120-023 118-227 113-244
R3 117-193 116-077 113-027
R2 115-043 115-043 112-275
R1 113-247 113-247 112-202 113-070
PP 112-213 112-213 112-213 112-125
S1 111-097 111-097 112-058 110-240
S2 110-063 110-063 111-305
S3 107-233 108-267 111-233
S4 105-083 106-117 111-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-010 111-180 2-150 2.2% 0-240 0.7% 34% False False 554,910
10 114-210 111-180 3-030 2.8% 0-260 0.7% 27% False False 329,685
20 115-030 111-180 3-170 3.1% 0-265 0.7% 24% False False 177,691
40 116-310 111-180 5-130 4.8% 0-255 0.7% 16% False False 90,768
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-292
2.618 114-015
1.618 113-165
1.000 113-060
0.618 112-315
HIGH 112-210
0.618 112-145
0.500 112-125
0.382 112-105
LOW 112-040
0.618 111-255
1.000 111-190
1.618 111-085
2.618 110-235
4.250 109-278
Fisher Pivots for day following 30-May-2008
Pivot 1 day 3 day
R1 112-128 112-185
PP 112-127 112-167
S1 112-125 112-148

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

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