ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 113-230 113-050 -0-180 -0.5% 112-090
High 113-280 114-090 0-130 0.4% 114-150
Low 113-000 112-180 -0-140 -0.4% 112-080
Close 113-080 114-000 0-240 0.7% 114-000
Range 0-280 1-230 0-270 96.4% 2-070
ATR 0-292 0-310 0-018 6.3% 0-000
Volume 1,508,631 1,098,603 -410,028 -27.2% 6,428,952
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 118-247 118-033 114-302
R3 117-017 116-123 114-151
R2 115-107 115-107 114-101
R1 114-213 114-213 114-050 115-000
PP 113-197 113-197 113-197 113-250
S1 112-303 112-303 113-270 113-090
S2 111-287 111-287 113-219
S3 110-057 111-073 113-169
S4 108-147 109-163 113-018
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 120-073 119-107 115-070
R3 118-003 117-037 114-195
R2 115-253 115-253 114-130
R1 114-287 114-287 114-065 115-110
PP 113-183 113-183 113-183 113-255
S1 112-217 112-217 113-255 113-040
S2 111-113 111-113 113-190
S3 109-043 110-147 113-125
S4 106-293 108-077 112-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-150 112-080 2-070 1.9% 1-074 1.1% 79% False False 1,285,790
10 114-150 111-180 2-290 2.5% 0-317 0.9% 84% False False 920,350
20 115-010 111-180 3-150 3.0% 0-304 0.8% 70% False False 495,103
40 116-310 111-180 5-130 4.7% 0-285 0.8% 45% False False 251,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-061
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 121-188
2.618 118-250
1.618 117-020
1.000 116-000
0.618 115-110
HIGH 114-090
0.618 113-200
0.500 113-135
0.382 113-070
LOW 112-180
0.618 111-160
1.000 110-270
1.618 109-250
2.618 108-020
4.250 105-082
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 113-258 113-268
PP 113-197 113-217
S1 113-135 113-165

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

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