ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 11-Jun-2008
Day Change Summary
Previous Current
10-Jun-2008 11-Jun-2008 Change Change % Previous Week
Open 113-030 112-080 -0-270 -0.7% 112-090
High 113-080 113-040 -0-040 -0.1% 114-150
Low 112-050 112-000 -0-050 -0.1% 112-080
Close 112-100 112-180 0-080 0.2% 114-000
Range 1-030 1-040 0-010 2.9% 2-070
ATR 1-005 1-008 0-002 0.8% 0-000
Volume 1,156,379 986,309 -170,070 -14.7% 6,428,952
Daily Pivots for day following 11-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-300 115-120 113-058
R3 114-260 114-080 112-279
R2 113-220 113-220 112-246
R1 113-040 113-040 112-213 113-130
PP 112-180 112-180 112-180 112-225
S1 112-000 112-000 112-147 112-090
S2 111-140 111-140 112-114
S3 110-100 110-280 112-081
S4 109-060 109-240 111-302
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
5 114-150 112-000 2-150 2.2% 1-086 1.1% 23% False True 1,200,594
10 114-150 111-180 2-290 2.6% 1-050 1.0% 34% False False 1,173,482
20 114-210 111-180 3-030 2.7% 1-000 0.9% 32% False False 662,916
40 115-080 111-180 3-220 3.3% 0-294 0.8% 27% False False 336,282
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-074
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-290
2.618 116-022
1.618 114-302
1.000 114-080
0.618 113-262
HIGH 113-040
0.618 112-222
0.500 112-180
0.382 112-138
LOW 112-000
0.618 111-098
1.000 110-280
1.618 110-058
2.618 109-018
4.250 107-070
Fisher Pivots for day following 11-Jun-2008
Pivot 1 day 3 day
R1 112-180 113-075
PP 112-180 113-003
S1 112-180 112-252

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

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