ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 02-Jul-2008
Day Change Summary
Previous Current
01-Jul-2008 02-Jul-2008 Change Change % Previous Week
Open 113-000 112-220 -0-100 -0.3% 110-300
High 113-090 112-310 -0-100 -0.3% 112-270
Low 112-240 112-150 -0-090 -0.2% 110-290
Close 112-200 112-310 0-110 0.3% 112-180
Range 0-170 0-160 -0-010 -5.9% 1-300
ATR 0-201 0-198 -0-003 -1.4% 0-000
Volume 1 13 12 1,200.0% 698
Daily Pivots for day following 02-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-097 114-043 113-078
R3 113-257 113-203 113-034
R2 113-097 113-097 113-019
R1 113-043 113-043 113-005 113-070
PP 112-257 112-257 112-257 112-270
S1 112-203 112-203 112-295 112-230
S2 112-097 112-097 112-281
S3 111-257 112-043 112-266
S4 111-097 111-203 112-222
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
5 113-090 111-260 1-150 1.3% 0-158 0.4% 79% False False 20
10 113-090 110-180 2-230 2.4% 0-156 0.4% 89% False False 72
20 113-090 109-270 3-140 3.0% 0-116 0.3% 91% False False 53
Crabel Price Patterns
NR True
NR4 False
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 True
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-030
2.618 114-089
1.618 113-249
1.000 113-150
0.618 113-089
HIGH 112-310
0.618 112-249
0.500 112-230
0.382 112-211
LOW 112-150
0.618 112-051
1.000 111-310
1.618 111-211
2.618 111-051
4.250 110-110
Fisher Pivots for day following 02-Jul-2008
Pivot 1 day 3 day
R1 112-283 112-295
PP 112-257 112-280
S1 112-230 112-265

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

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