ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 114-175 114-140 -0-035 -0.1% 113-135
High 114-290 115-240 0-270 0.7% 115-095
Low 114-020 114-140 0-120 0.3% 113-125
Close 114-155 115-190 1-035 1.0% 115-010
Range 0-270 1-100 0-150 55.6% 1-290
ATR 0-291 0-300 0-009 3.2% 0-000
Volume 681,195 960,930 279,735 41.1% 4,959,921
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 119-063 118-227 116-101
R3 117-283 117-127 115-306
R2 116-183 116-183 115-267
R1 116-027 116-027 115-228 116-105
PP 115-083 115-083 115-083 115-122
S1 114-247 114-247 115-152 115-005
S2 113-303 113-303 115-113
S3 112-203 113-147 115-074
S4 111-103 112-047 114-279
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 120-093 119-182 116-026
R3 118-123 117-212 115-178
R2 116-153 116-153 115-122
R1 115-242 115-242 115-066 116-038
PP 114-183 114-183 114-183 114-241
S1 113-272 113-272 114-274 114-068
S2 112-213 112-213 114-218
S3 110-243 111-302 114-162
S4 108-273 110-012 113-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-240 114-020 1-220 1.5% 0-250 0.7% 91% True False 898,527
10 115-240 113-120 2-120 2.1% 0-287 0.8% 93% True False 930,155
20 116-020 112-270 3-070 2.8% 1-003 0.9% 85% False False 1,009,648
40 116-020 111-010 5-010 4.4% 0-299 0.8% 91% False False 978,197
60 116-020 111-010 5-010 4.4% 0-306 0.8% 91% False False 873,103
80 116-020 111-010 5-010 4.4% 0-296 0.8% 91% False False 657,240
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 0-054
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 121-105
2.618 119-060
1.618 117-280
1.000 117-020
0.618 116-180
HIGH 115-240
0.618 115-080
0.500 115-030
0.382 114-300
LOW 114-140
0.618 113-200
1.000 113-040
1.618 112-100
2.618 111-000
4.250 108-275
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 115-137 115-117
PP 115-083 115-043
S1 115-030 114-290

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

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