ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 10-Jul-2008
Day Change Summary
Previous Current
09-Jul-2008 10-Jul-2008 Change Change % Previous Week
Open 114-000 114-080 0-080 0.2% 112-120
High 114-160 114-200 0-040 0.1% 113-090
Low 113-210 114-060 0-170 0.5% 112-120
Close 114-090 114-150 0-060 0.2% 113-040
Range 0-270 0-140 -0-130 -48.1% 0-290
ATR 0-208 0-203 -0-005 -2.3% 0-000
Volume 1,785 341 -1,444 -80.9% 566
Daily Pivots for day following 10-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-237 115-173 114-227
R3 115-097 115-033 114-188
R2 114-277 114-277 114-176
R1 114-213 114-213 114-163 114-245
PP 114-137 114-137 114-137 114-152
S1 114-073 114-073 114-137 114-105
S2 113-317 113-317 114-124
S3 113-177 113-253 114-112
S4 113-037 113-113 114-073
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
5 114-200 112-260 1-260 1.6% 0-216 0.6% 91% True False 563
10 114-200 111-260 2-260 2.5% 0-187 0.5% 94% True False 292
20 114-200 109-270 4-250 4.2% 0-166 0.5% 97% True False 178
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-065
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116-155
2.618 115-247
1.618 115-107
1.000 115-020
0.618 114-287
HIGH 114-200
0.618 114-147
0.500 114-130
0.382 114-113
LOW 114-060
0.618 113-293
1.000 113-240
1.618 113-153
2.618 113-013
4.250 112-105
Fisher Pivots for day following 10-Jul-2008
Pivot 1 day 3 day
R1 114-143 114-112
PP 114-137 114-073
S1 114-130 114-035

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

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