ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 24-Jun-2008
Day Change Summary
Previous Current
23-Jun-2008 24-Jun-2008 Change Change % Previous Week
Open 110-300 111-010 0-030 0.1% 110-160
High 111-080 111-210 0-130 0.4% 111-290
Low 110-290 111-010 0-040 0.1% 110-030
Close 110-300 111-190 0-210 0.6% 111-070
Range 0-110 0-200 0-090 81.8% 1-260
ATR 0-202 0-204 0-002 1.0% 0-000
Volume 3 8 5 166.7% 12
Daily Pivots for day following 24-Jun-2008
Classic Woodie Camarilla DeMark
R4 113-097 113-023 111-300
R3 112-217 112-143 111-245
R2 112-017 112-017 111-227
R1 111-263 111-263 111-208 111-300
PP 111-137 111-137 111-137 111-155
S1 111-063 111-063 111-172 111-100
S2 110-257 110-257 111-153
S3 110-057 110-183 111-135
S4 109-177 109-303 111-080
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-163 115-217 112-069
R3 114-223 113-277 111-230
R2 112-283 112-283 111-176
R1 112-017 112-017 111-123 112-150
PP 111-023 111-023 111-023 111-090
S1 110-077 110-077 111-017 110-210
S2 109-083 109-083 110-284
S3 107-143 108-137 110-230
S4 105-203 106-197 110-071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-290 110-180 1-110 1.2% 0-112 0.3% 77% False False 3
10 111-290 109-270 2-020 1.8% 0-131 0.4% 85% False False 4
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 0-001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114-100
2.618 113-094
1.618 112-214
1.000 112-090
0.618 112-014
HIGH 111-210
0.618 111-134
0.500 111-110
0.382 111-086
LOW 111-010
0.618 110-206
1.000 110-130
1.618 110-006
2.618 109-126
4.250 108-120
Fisher Pivots for day following 24-Jun-2008
Pivot 1 day 3 day
R1 111-163 111-170
PP 111-137 111-150
S1 111-110 111-130

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

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