ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 112-080 112-180 0-100 0.3% 112-090
High 113-040 112-220 -0-140 -0.4% 114-150
Low 112-000 111-080 -0-240 -0.7% 112-080
Close 112-180 111-160 -1-020 -0.9% 114-000
Range 1-040 1-140 0-100 27.8% 2-070
ATR 1-008 1-017 0-009 2.9% 0-000
Volume 986,309 1,062,737 76,428 7.7% 6,428,952
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-040 115-080 112-093
R3 114-220 113-260 111-286
R2 113-080 113-080 111-244
R1 112-120 112-120 111-202 112-030
PP 111-260 111-260 111-260 111-215
S1 110-300 110-300 111-118 110-210
S2 110-120 110-120 111-076
S3 108-300 109-160 111-034
S4 107-160 108-020 110-227
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
5 114-150 111-080 3-070 2.9% 1-122 1.2% 8% False True 1,111,416
10 114-150 111-080 3-070 2.9% 1-060 1.1% 8% False True 1,197,739
20 114-210 111-080 3-130 3.1% 1-006 0.9% 7% False True 712,505
40 115-080 111-080 4-000 3.6% 0-300 0.8% 6% False True 362,754
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 0-075
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-255
2.618 116-144
1.618 115-004
1.000 114-040
0.618 113-184
HIGH 112-220
0.618 112-044
0.500 111-310
0.382 111-256
LOW 111-080
0.618 110-116
1.000 109-260
1.618 108-296
2.618 107-156
4.250 105-045
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 111-310 112-080
PP 111-260 112-000
S1 111-210 111-240

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

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