ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 08-Jul-2008
Day Change Summary
Previous Current
07-Jul-2008 08-Jul-2008 Change Change % Previous Week
Open 113-200 113-270 0-070 0.2% 112-120
High 114-050 114-040 -0-010 0.0% 113-090
Low 113-020 113-190 0-170 0.5% 112-120
Close 113-200 114-000 0-120 0.3% 113-040
Range 1-030 0-170 -0-180 -51.4% 0-290
ATR 0-205 0-203 -0-003 -1.2% 0-000
Volume 21 125 104 495.2% 566
Daily Pivots for day following 08-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-160 115-090 114-094
R3 114-310 114-240 114-047
R2 114-140 114-140 114-031
R1 114-070 114-070 114-016 114-105
PP 113-290 113-290 113-290 113-308
S1 113-220 113-220 113-304 113-255
S2 113-120 113-120 113-289
S3 112-270 113-050 113-273
S4 112-100 112-200 113-226
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
5 114-050 112-150 1-220 1.5% 0-200 0.5% 91% False False 141
10 114-050 110-300 3-070 2.8% 0-189 0.5% 95% False False 140
20 114-050 109-270 4-100 3.8% 0-150 0.4% 96% False False 73
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 116-122
2.618 115-165
1.618 114-315
1.000 114-210
0.618 114-145
HIGH 114-040
0.618 113-295
0.500 113-275
0.382 113-255
LOW 113-190
0.618 113-085
1.000 113-020
1.618 112-235
2.618 112-065
4.250 111-108
Fisher Pivots for day following 08-Jul-2008
Pivot 1 day 3 day
R1 113-305 113-265
PP 113-290 113-210
S1 113-275 113-155

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

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