ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 115-210 114-050 -1-160 -1.3% 114-190
High 115-250 115-125 -0-125 -0.3% 115-280
Low 114-065 113-250 -0-135 -0.4% 114-055
Close 114-135 114-310 0-175 0.5% 114-135
Range 1-185 1-195 0-010 2.0% 1-225
ATR 0-296 0-312 0-016 5.3% 0-000
Volume 1,076,881 1,389,877 312,996 29.1% 4,895,299
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 119-173 118-277 115-273
R3 117-298 117-082 115-132
R2 116-103 116-103 115-084
R1 115-207 115-207 115-037 115-315
PP 114-228 114-228 114-228 114-282
S1 114-012 114-012 114-263 114-120
S2 113-033 113-033 114-216
S3 111-158 112-137 114-168
S4 109-283 110-262 114-027
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 119-298 118-282 115-115
R3 118-073 117-057 114-285
R2 116-168 116-168 114-235
R1 115-152 115-152 114-185 115-048
PP 114-263 114-263 114-263 114-211
S1 113-247 113-247 114-085 113-142
S2 113-038 113-038 114-035
S3 111-133 112-022 113-305
S4 109-228 110-117 113-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-280 113-250 2-030 1.8% 1-018 0.9% 57% False True 1,072,792
10 115-280 113-170 2-110 2.0% 0-303 0.8% 61% False False 1,034,084
20 115-280 111-050 4-230 4.1% 0-288 0.8% 81% False False 961,417
40 115-280 111-010 4-270 4.2% 0-307 0.8% 81% False False 863,080
60 115-280 111-010 4-270 4.2% 0-295 0.8% 81% False False 580,633
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-088
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 122-074
2.618 119-193
1.618 117-318
1.000 117-000
0.618 116-123
HIGH 115-125
0.618 114-248
0.500 114-188
0.382 114-127
LOW 113-250
0.618 112-252
1.000 112-055
1.618 111-057
2.618 109-182
4.250 106-301
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 114-269 114-295
PP 114-228 114-280
S1 114-188 114-265

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

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