ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 07-Jul-2008
Day Change Summary
Previous Current
03-Jul-2008 07-Jul-2008 Change Change % Previous Week
Open 113-030 113-200 0-170 0.5% 112-120
High 113-090 114-050 0-280 0.8% 113-090
Low 112-260 113-020 0-080 0.2% 112-120
Close 113-040 113-200 0-160 0.4% 113-040
Range 0-150 1-030 0-200 133.3% 0-290
ATR 0-194 0-205 0-011 5.7% 0-000
Volume 547 21 -526 -96.2% 566
Daily Pivots for day following 07-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-287 116-113 114-072
R3 115-257 115-083 113-296
R2 114-227 114-227 113-264
R1 114-053 114-053 113-232 114-055
PP 113-197 113-197 113-197 113-198
S1 113-023 113-023 113-168 113-025
S2 112-167 112-167 113-136
S3 111-137 111-313 113-104
S4 110-107 110-283 113-008
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-207 115-093 113-200
R3 114-237 114-123 113-120
R2 113-267 113-267 113-093
R1 113-153 113-153 113-067 113-210
PP 112-297 112-297 112-297 113-005
S1 112-183 112-183 113-013 112-240
S2 112-007 112-007 112-307
S3 111-037 111-213 112-280
S4 110-067 110-243 112-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-050 112-120 1-250 1.6% 0-188 0.5% 70% True False 117
10 114-050 110-290 3-080 2.9% 0-183 0.5% 84% True False 128
20 114-050 109-270 4-100 3.8% 0-142 0.4% 88% True False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 118-258
2.618 117-006
1.618 115-296
1.000 115-080
0.618 114-266
HIGH 114-050
0.618 113-236
0.500 113-195
0.382 113-154
LOW 113-020
0.618 112-124
1.000 111-310
1.618 111-094
2.618 110-064
4.250 108-132
Fisher Pivots for day following 07-Jul-2008
Pivot 1 day 3 day
R1 113-198 113-167
PP 113-197 113-133
S1 113-195 113-100

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

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