ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 113-050 114-070 1-020 0.9% 112-090
High 114-090 114-150 0-060 0.2% 114-150
Low 112-180 112-300 0-120 0.3% 112-080
Close 114-000 113-090 -0-230 -0.6% 114-000
Range 1-230 1-170 -0-060 -10.9% 2-070
ATR 0-310 1-003 0-013 4.1% 0-000
Volume 1,098,603 1,253,052 154,449 14.1% 6,428,952
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 118-050 117-080 114-040
R3 116-200 115-230 113-225
R2 115-030 115-030 113-180
R1 114-060 114-060 113-135 113-280
PP 113-180 113-180 113-180 113-130
S1 112-210 112-210 113-045 112-110
S2 112-010 112-010 113-000
S3 110-160 111-040 112-275
S4 108-310 109-190 112-140
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
5 114-150 112-180 1-290 1.7% 1-094 1.1% 38% True False 1,350,096
10 114-150 111-180 2-290 2.6% 1-041 1.0% 59% True False 1,030,471
20 114-280 111-180 3-100 2.9% 1-000 0.9% 52% False False 557,019
40 116-300 111-180 5-120 4.7% 0-293 0.8% 32% False False 282,795
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 0-068
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-312
2.618 118-153
1.618 116-303
1.000 116-000
0.618 115-133
HIGH 114-150
0.618 113-283
0.500 113-225
0.382 113-167
LOW 112-300
0.618 111-317
1.000 111-130
1.618 110-147
2.618 108-297
4.250 106-138
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 113-225 113-165
PP 113-180 113-140
S1 113-135 113-115

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

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