ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 27-Jun-2008
Day Change Summary
Previous Current
26-Jun-2008 27-Jun-2008 Change Change % Previous Week
Open 112-150 112-190 0-040 0.1% 110-300
High 112-160 112-270 0-110 0.3% 112-270
Low 111-260 112-140 0-200 0.6% 110-290
Close 112-130 112-180 0-050 0.1% 112-180
Range 0-220 0-130 -0-090 -40.9% 1-300
ATR 0-213 0-208 -0-005 -2.4% 0-000
Volume 53 29 -24 -45.3% 698
Daily Pivots for day following 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 113-267 113-193 112-252
R3 113-137 113-063 112-216
R2 113-007 113-007 112-204
R1 112-253 112-253 112-192 112-225
PP 112-197 112-197 112-197 112-182
S1 112-123 112-123 112-168 112-095
S2 112-067 112-067 112-156
S3 111-257 111-313 112-144
S4 111-127 111-183 112-108
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 117-293 117-057 113-201
R3 115-313 115-077 113-030
R2 114-013 114-013 112-294
R1 113-097 113-097 112-237 113-215
PP 112-033 112-033 112-033 112-092
S1 111-117 111-117 112-123 111-235
S2 110-053 110-053 112-066
S3 108-073 109-137 112-010
S4 106-093 107-157 111-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-270 110-290 1-300 1.7% 0-178 0.5% 85% True False 139
10 112-270 110-030 2-240 2.4% 0-140 0.4% 90% True False 71
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 114-182
2.618 113-290
1.618 113-160
1.000 113-080
0.618 113-030
HIGH 112-270
0.618 112-220
0.500 112-205
0.382 112-190
LOW 112-140
0.618 112-060
1.000 112-010
1.618 111-250
2.618 111-120
4.250 110-228
Fisher Pivots for day following 27-Jun-2008
Pivot 1 day 3 day
R1 112-205 112-108
PP 112-197 112-037
S1 112-188 111-285

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

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