ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 02-Jun-2008
Day Change Summary
Previous Current
30-May-2008 02-Jun-2008 Change Change % Previous Week
Open 112-050 112-090 0-040 0.1% 114-000
High 112-210 113-150 0-260 0.7% 114-010
Low 112-040 112-080 0-040 0.1% 111-180
Close 112-130 113-100 0-290 0.8% 112-130
Range 0-170 1-070 0-220 129.4% 2-150
ATR 0-269 0-278 0-009 3.2% 0-000
Volume 1,089,970 931,524 -158,446 -14.5% 2,774,552
Daily Pivots for day following 02-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-213 116-067 113-314
R3 115-143 114-317 113-207
R2 114-073 114-073 113-172
R1 113-247 113-247 113-136 114-000
PP 113-003 113-003 113-003 113-040
S1 112-177 112-177 113-064 112-250
S2 111-253 111-253 113-028
S3 110-183 111-107 112-313
S4 109-113 110-037 112-206
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% 0-308 0.8% 71% False False 710,847
10 114-210 111-180 3-030 2.7% 0-279 0.8% 57% False False 418,999
20 115-030 111-180 3-170 3.1% 0-274 0.8% 50% False False 223,766
40 116-310 111-180 5-130 4.8% 0-261 0.7% 32% False False 114,056
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 118-208
2.618 116-211
1.618 115-141
1.000 114-220
0.618 114-071
HIGH 113-150
0.618 113-001
0.500 112-275
0.382 112-229
LOW 112-080
0.618 111-159
1.000 111-010
1.618 110-089
2.618 109-019
4.250 107-022
Fisher Pivots for day following 02-Jun-2008
Pivot 1 day 3 day
R1 113-052 113-015
PP 113-003 112-250
S1 112-275 112-165

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

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