ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 01-Jul-2008
Day Change Summary
Previous Current
30-Jun-2008 01-Jul-2008 Change Change % Previous Week
Open 112-120 113-000 0-200 0.6% 110-300
High 112-230 113-090 0-180 0.5% 112-270
Low 112-120 112-240 0-120 0.3% 110-290
Close 112-210 112-200 -0-010 0.0% 112-180
Range 0-110 0-170 0-060 54.5% 1-300
ATR 0-201 0-201 0-000 0.0% 0-000
Volume 5 1 -4 -80.0% 698
Daily Pivots for day following 01-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-153 114-027 112-294
R3 113-303 113-177 112-247
R2 113-133 113-133 112-231
R1 113-007 113-007 112-216 112-305
PP 112-283 112-283 112-283 112-272
S1 112-157 112-157 112-184 112-135
S2 112-113 112-113 112-169
S3 111-263 111-307 112-153
S4 111-093 111-137 112-106
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
5 113-090 110-300 2-110 2.1% 0-172 0.5% 72% True False 138
10 113-090 110-180 2-230 2.4% 0-142 0.4% 76% True False 71
20 113-090 109-270 3-140 3.1% 0-108 0.3% 81% True False 310
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 0-019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-172
2.618 114-215
1.618 114-045
1.000 113-260
0.618 113-195
HIGH 113-090
0.618 113-025
0.500 113-005
0.382 112-305
LOW 112-240
0.618 112-135
1.000 112-070
1.618 111-285
2.618 111-115
4.250 110-158
Fisher Pivots for day following 01-Jul-2008
Pivot 1 day 3 day
R1 113-005 112-265
PP 112-283 112-243
S1 112-242 112-222

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

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