ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 112-190 112-120 -0-070 -0.2% 110-300
High 112-270 112-230 -0-040 -0.1% 112-270
Low 112-140 112-120 -0-020 -0.1% 110-290
Close 112-180 112-210 0-030 0.1% 112-180
Range 0-130 0-110 -0-020 -15.4% 1-300
ATR 0-208 0-201 -0-007 -3.4% 0-000
Volume 29 5 -24 -82.8% 698
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 113-197 113-153 112-270
R3 113-087 113-043 112-240
R2 112-297 112-297 112-230
R1 112-253 112-253 112-220 112-275
PP 112-187 112-187 112-187 112-198
S1 112-143 112-143 112-200 112-165
S2 112-077 112-077 112-190
S3 111-287 112-033 112-180
S4 111-177 111-243 112-150
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
5 112-270 110-300 1-290 1.7% 0-178 0.5% 90% False False 140
10 112-270 110-030 2-240 2.4% 0-141 0.4% 93% False False 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0-011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 114-058
2.618 113-198
1.618 113-088
1.000 113-020
0.618 112-298
HIGH 112-230
0.618 112-188
0.500 112-175
0.382 112-162
LOW 112-120
0.618 112-052
1.000 112-010
1.618 111-262
2.618 111-152
4.250 110-292
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 112-198 112-175
PP 112-187 112-140
S1 112-175 112-105

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

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