ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 18-Jul-2008
Day Change Summary
Previous Current
17-Jul-2008 18-Jul-2008 Change Change % Previous Week
Open 113-040 112-110 -0-250 -0.7% 112-250
High 113-200 113-030 -0-170 -0.5% 114-240
Low 112-170 112-090 -0-080 -0.2% 112-090
Close 112-200 112-110 -0-090 -0.2% 112-110
Range 1-030 0-260 -0-090 -25.7% 2-150
ATR 0-261 0-261 0-000 0.0% 0-000
Volume 1,749 107 -1,642 -93.9% 3,571
Daily Pivots for day following 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-003 114-157 112-253
R3 114-063 113-217 112-182
R2 113-123 113-123 112-158
R1 112-277 112-277 112-134 112-240
PP 112-183 112-183 112-183 112-165
S1 112-017 112-017 112-086 111-300
S2 111-243 111-243 112-062
S3 110-303 111-077 112-038
S4 110-043 110-137 111-287
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 120-170 118-290 113-224
R3 118-020 116-140 113-007
R2 115-190 115-190 112-255
R1 113-310 113-310 112-182 113-175
PP 113-040 113-040 113-040 112-292
S1 111-160 111-160 112-038 111-025
S2 110-210 110-210 111-285
S3 108-060 109-010 111-213
S4 105-230 106-180 110-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-240 112-090 2-150 2.2% 1-014 0.9% 3% False True 714
10 114-240 112-090 2-150 2.2% 0-309 0.9% 3% False True 812
20 114-240 110-290 3-270 3.4% 0-240 0.7% 37% False False 469
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 0-072
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-175
2.618 115-071
1.618 114-131
1.000 113-290
0.618 113-191
HIGH 113-030
0.618 112-251
0.500 112-220
0.382 112-189
LOW 112-090
0.618 111-249
1.000 111-150
1.618 110-309
2.618 110-049
4.250 108-265
Fisher Pivots for day following 18-Jul-2008
Pivot 1 day 3 day
R1 112-220 113-125
PP 112-183 113-013
S1 112-147 112-222

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

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