ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 22-Jul-2008
Day Change Summary
Previous Current
21-Jul-2008 22-Jul-2008 Change Change % Previous Week
Open 112-070 112-200 0-130 0.4% 112-250
High 112-240 112-310 0-070 0.2% 114-240
Low 112-030 112-000 -0-030 -0.1% 112-090
Close 112-160 112-060 -0-100 -0.3% 112-110
Range 0-210 0-310 0-100 47.6% 2-150
ATR 0-257 0-261 0-004 1.5% 0-000
Volume 212 46 -166 -78.3% 3,571
Daily Pivots for day following 22-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-093 114-227 112-230
R3 114-103 113-237 112-145
R2 113-113 113-113 112-117
R1 112-247 112-247 112-088 112-185
PP 112-123 112-123 112-123 112-092
S1 111-257 111-257 112-032 111-195
S2 111-133 111-133 112-003
S3 110-143 110-267 111-295
S4 109-153 109-277 111-210
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
5 114-160 112-000 2-160 2.2% 0-294 0.8% 8% False True 447
10 114-240 112-000 2-240 2.5% 0-309 0.9% 7% False True 823
20 114-240 110-300 3-260 3.4% 0-249 0.7% 33% False False 482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-028
2.618 115-162
1.618 114-172
1.000 113-300
0.618 113-182
HIGH 112-310
0.618 112-192
0.500 112-155
0.382 112-118
LOW 112-000
0.618 111-128
1.000 111-010
1.618 110-138
2.618 109-148
4.250 107-282
Fisher Pivots for day following 22-Jul-2008
Pivot 1 day 3 day
R1 112-155 112-175
PP 112-123 112-137
S1 112-092 112-098

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

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