ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 16-Jun-2008
Day Change Summary
Previous Current
13-Jun-2008 16-Jun-2008 Change Change % Previous Week
Open 111-130 111-095 -0-035 -0.1% 114-070
High 111-300 111-220 -0-080 -0.2% 114-150
Low 111-010 111-050 0-040 0.1% 111-010
Close 111-050 111-115 0-065 0.2% 111-050
Range 0-290 0-170 -0-120 -41.4% 3-140
ATR 1-014 1-002 -0-012 -3.5% 0-000
Volume 1,110,600 1,006,408 -104,192 -9.4% 5,569,077
Daily Pivots for day following 16-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-318 112-227 111-208
R3 112-148 112-057 111-162
R2 111-298 111-298 111-146
R1 111-207 111-207 111-131 111-252
PP 111-128 111-128 111-128 111-151
S1 111-037 111-037 111-099 111-082
S2 110-278 110-278 111-084
S3 110-108 110-187 111-068
S4 109-258 110-017 111-022
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 122-170 120-090 113-015
R3 119-030 116-270 112-032
R2 115-210 115-210 111-252
R1 113-130 113-130 111-151 112-260
PP 112-070 112-070 112-070 111-295
S1 109-310 109-310 110-269 109-120
S2 108-250 108-250 110-168
S3 105-110 106-170 110-068
S4 101-290 103-030 109-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-080 111-010 2-070 2.0% 1-006 0.9% 15% False False 1,064,486
10 114-150 111-010 3-140 3.1% 1-050 1.0% 10% False False 1,207,291
20 114-210 111-010 3-200 3.3% 1-004 0.9% 9% False False 813,145
40 115-080 111-010 4-070 3.8% 0-296 0.8% 8% False False 415,238
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-090
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 113-302
2.618 113-025
1.618 112-175
1.000 112-070
0.618 112-005
HIGH 111-220
0.618 111-155
0.500 111-135
0.382 111-115
LOW 111-050
0.618 110-265
1.000 110-200
1.618 110-095
2.618 109-245
4.250 108-288
Fisher Pivots for day following 16-Jun-2008
Pivot 1 day 3 day
R1 111-135 111-275
PP 111-128 111-222
S1 111-122 111-168

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

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