ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 21-Jul-2008
Day Change Summary
Previous Current
18-Jul-2008 21-Jul-2008 Change Change % Previous Week
Open 112-110 112-070 -0-040 -0.1% 112-250
High 113-030 112-240 -0-110 -0.3% 114-240
Low 112-090 112-030 -0-060 -0.2% 112-090
Close 112-110 112-160 0-050 0.1% 112-110
Range 0-260 0-210 -0-050 -19.2% 2-150
ATR 0-261 0-257 -0-004 -1.4% 0-000
Volume 107 212 105 98.1% 3,571
Daily Pivots for day following 21-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-133 114-037 112-276
R3 113-243 113-147 112-218
R2 113-033 113-033 112-198
R1 112-257 112-257 112-179 112-305
PP 112-143 112-143 112-143 112-168
S1 112-047 112-047 112-141 112-095
S2 111-253 111-253 112-122
S3 111-043 111-157 112-102
S4 110-153 110-267 112-044
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
5 114-240 112-030 2-210 2.4% 0-280 0.8% 15% False True 518
10 114-240 112-030 2-210 2.4% 0-295 0.8% 15% False True 831
20 114-240 110-290 3-270 3.4% 0-239 0.7% 41% False False 479
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 True
Bull Hook False
Stretch 0-059
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 115-172
2.618 114-150
1.618 113-260
1.000 113-130
0.618 113-050
HIGH 112-240
0.618 112-160
0.500 112-135
0.382 112-110
LOW 112-030
0.618 111-220
1.000 111-140
1.618 111-010
2.618 110-120
4.250 109-098
Fisher Pivots for day following 21-Jul-2008
Pivot 1 day 3 day
R1 112-152 112-275
PP 112-143 112-237
S1 112-135 112-198

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

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