ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 04-Sep-2008
Day Change Summary
Previous Current
03-Sep-2008 04-Sep-2008 Change Change % Previous Week
Open 117-120 117-200 0-080 0.2% 116-010
High 117-240 118-030 0-110 0.3% 117-065
Low 117-070 117-115 0-045 0.1% 115-305
Close 117-220 117-295 0-075 0.2% 116-220
Range 0-170 0-235 0-065 38.2% 1-080
ATR 0-261 0-259 -0-002 -0.7% 0-000
Volume 230,740 130,791 -99,949 -43.3% 5,389,923
Daily Pivots for day following 04-Sep-2008
Classic Woodie Camarilla DeMark
R4 119-318 119-222 118-104
R3 119-083 118-307 118-040
R2 118-168 118-168 118-018
R1 118-072 118-072 117-317 118-120
PP 117-253 117-253 117-253 117-278
S1 117-157 117-157 117-273 117-205
S2 117-018 117-018 117-252
S3 116-103 116-242 117-230
S4 115-188 116-007 117-166
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 120-117 119-248 117-120
R3 119-037 118-168 117-010
R2 117-277 117-277 116-293
R1 117-088 117-088 116-257 117-182
PP 116-197 116-197 116-197 116-244
S1 116-008 116-008 116-183 116-102
S2 115-117 115-117 116-147
S3 114-037 114-248 116-110
S4 112-277 113-168 116-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-030 116-060 1-290 1.6% 0-257 0.7% 91% True False 671,176
10 118-030 115-245 2-105 2.0% 0-252 0.7% 93% True False 776,323
20 118-030 114-140 3-210 3.1% 0-254 0.7% 95% True False 779,330
40 118-030 112-270 5-080 4.5% 0-282 0.7% 97% True False 893,738
60 118-030 111-010 7-020 6.0% 0-283 0.7% 98% True False 912,331
80 118-030 111-010 7-020 6.0% 0-291 0.8% 98% True False 837,859
100 118-030 111-010 7-020 6.0% 0-286 0.8% 98% True False 672,070
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-069
2.618 120-005
1.618 119-090
1.000 118-265
0.618 118-175
HIGH 118-030
0.618 117-260
0.500 117-232
0.382 117-205
LOW 117-115
0.618 116-290
1.000 116-200
1.618 116-055
2.618 115-140
4.250 114-076
Fisher Pivots for day following 04-Sep-2008
Pivot 1 day 3 day
R1 117-274 117-212
PP 117-253 117-128
S1 117-232 117-045

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

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