ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 111-095 111-055 -0-040 -0.1% 114-070
High 111-220 112-000 0-100 0.3% 114-150
Low 111-050 111-055 0-005 0.0% 111-010
Close 111-115 111-240 0-125 0.4% 111-050
Range 0-170 0-265 0-095 55.9% 3-140
ATR 1-002 0-318 -0-004 -1.3% 0-000
Volume 1,006,408 645,503 -360,905 -35.9% 5,569,077
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-040 113-245 112-066
R3 113-095 112-300 111-313
R2 112-150 112-150 111-289
R1 112-035 112-035 111-264 112-092
PP 111-205 111-205 111-205 111-234
S1 111-090 111-090 111-216 111-148
S2 110-260 110-260 111-191
S3 109-315 110-145 111-167
S4 109-050 109-200 111-094
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
5 113-040 111-010 2-030 1.9% 0-309 0.9% 34% False False 962,311
10 114-150 111-010 3-140 3.1% 1-032 1.0% 21% False False 1,147,316
20 114-210 111-010 3-200 3.2% 1-006 0.9% 20% False False 842,211
40 115-080 111-010 4-070 3.8% 0-299 0.8% 17% False False 431,338
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-076
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-166
2.618 114-054
1.618 113-109
1.000 112-265
0.618 112-164
HIGH 112-000
0.618 111-219
0.500 111-188
0.382 111-156
LOW 111-055
0.618 110-211
1.000 110-110
1.618 109-266
2.618 109-001
4.250 107-209
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 111-222 111-215
PP 111-205 111-190
S1 111-188 111-165

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

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