ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 03-Jul-2008
Day Change Summary
Previous Current
02-Jul-2008 03-Jul-2008 Change Change % Previous Week
Open 112-220 113-030 0-130 0.4% 110-300
High 112-310 113-090 0-100 0.3% 112-270
Low 112-150 112-260 0-110 0.3% 110-290
Close 112-310 113-040 0-050 0.1% 112-180
Range 0-160 0-150 -0-010 -6.3% 1-300
ATR 0-198 0-194 -0-003 -1.7% 0-000
Volume 13 547 534 4,107.7% 698
Daily Pivots for day following 03-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-153 114-087 113-122
R3 114-003 113-257 113-081
R2 113-173 113-173 113-068
R1 113-107 113-107 113-054 113-140
PP 113-023 113-023 113-023 113-040
S1 112-277 112-277 113-026 112-310
S2 112-193 112-193 113-012
S3 112-043 112-127 112-319
S4 111-213 111-297 112-278
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
5 113-090 112-120 0-290 0.8% 0-144 0.4% 83% True False 119
10 113-090 110-290 2-120 2.1% 0-171 0.5% 93% True False 126
20 113-090 109-270 3-140 3.0% 0-124 0.3% 95% True False 81
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 False
Bull Hook False
Stretch 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115-088
2.618 114-163
1.618 114-013
1.000 113-240
0.618 113-183
HIGH 113-090
0.618 113-033
0.500 113-015
0.382 112-317
LOW 112-260
0.618 112-167
1.000 112-110
1.618 112-017
2.618 111-187
4.250 110-262
Fisher Pivots for day following 03-Jul-2008
Pivot 1 day 3 day
R1 113-032 113-013
PP 113-023 112-307
S1 113-015 112-280

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

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