ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 04-Jun-2008
Day Change Summary
Previous Current
03-Jun-2008 04-Jun-2008 Change Change % Previous Week
Open 113-100 114-050 0-270 0.7% 114-000
High 114-090 114-150 0-060 0.2% 114-010
Low 112-280 113-170 0-210 0.6% 111-180
Close 114-050 113-300 -0-070 -0.2% 112-130
Range 1-130 0-300 -0-150 -33.3% 2-150
ATR 0-290 0-291 0-001 0.2% 0-000
Volume 1,245,253 1,644,941 399,688 32.1% 2,774,552
Daily Pivots for day following 04-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-253 116-097 114-145
R3 115-273 115-117 114-062
R2 114-293 114-293 114-035
R1 114-137 114-137 114-008 114-065
PP 113-313 113-313 113-313 113-278
S1 113-157 113-157 113-272 113-085
S2 113-013 113-013 113-245
S3 112-033 112-177 113-218
S4 111-053 111-197 113-135
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
5 114-150 111-180 2-290 2.6% 1-014 0.9% 82% True False 1,146,371
10 114-150 111-180 2-290 2.6% 0-311 0.9% 82% True False 690,028
20 115-030 111-180 3-170 3.1% 0-286 0.8% 67% False False 366,938
40 116-310 111-180 5-130 4.7% 0-272 0.7% 44% False False 186,311
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 0-051
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-145
2.618 116-295
1.618 115-315
1.000 115-130
0.618 115-015
HIGH 114-150
0.618 114-035
0.500 114-000
0.382 113-285
LOW 113-170
0.618 112-305
1.000 112-190
1.618 112-005
2.618 111-025
4.250 109-175
Fisher Pivots for day following 04-Jun-2008
Pivot 1 day 3 day
R1 114-000 113-238
PP 113-313 113-177
S1 113-307 113-115

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

View Archives - Comment on this page... - Back to Index of Symbols