ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 115-040 115-215 0-175 0.5% 113-290
High 115-245 115-280 0-035 0.1% 114-190
Low 114-270 115-100 0-150 0.4% 113-170
Close 115-160 115-215 0-055 0.1% 114-115
Range 0-295 0-180 -0-115 -39.0% 1-020
ATR 0-288 0-280 -0-008 -2.7% 0-000
Volume 974,771 930,863 -43,908 -4.5% 4,055,666
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 117-098 117-017 115-314
R3 116-238 116-157 115-264
R2 116-058 116-058 115-248
R1 115-297 115-297 115-232 115-305
PP 115-198 115-198 115-198 115-202
S1 115-117 115-117 115-198 115-125
S2 115-018 115-018 115-182
S3 114-158 114-257 115-166
S4 113-298 114-077 115-116
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 117-112 116-293 114-302
R3 116-092 115-273 114-208
R2 115-072 115-072 114-177
R1 114-253 114-253 114-146 115-002
PP 114-052 114-052 114-052 114-086
S1 113-233 113-233 114-084 113-302
S2 113-032 113-032 114-053
S3 112-012 112-213 114-022
S4 110-312 111-193 113-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-280 113-280 2-000 1.7% 0-260 0.7% 90% True False 955,296
10 115-280 112-210 3-070 2.8% 0-260 0.7% 94% True False 985,431
20 115-280 111-010 4-270 4.2% 0-274 0.7% 96% True False 946,746
40 115-280 111-010 4-270 4.2% 0-297 0.8% 96% True False 804,831
60 115-280 111-010 4-270 4.2% 0-287 0.8% 96% True False 539,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-084
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 118-085
2.618 117-111
1.618 116-251
1.000 116-140
0.618 116-071
HIGH 115-280
0.618 115-211
0.500 115-190
0.382 115-169
LOW 115-100
0.618 114-309
1.000 114-240
1.618 114-129
2.618 113-269
4.250 112-295
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 115-207 115-178
PP 115-198 115-140
S1 115-190 115-102

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

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