ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 25-Jul-2008
Day Change Summary
Previous Current
24-Jul-2008 25-Jul-2008 Change Change % Previous Week
Open 112-010 113-010 1-000 0.9% 112-070
High 112-310 113-050 0-060 0.2% 113-050
Low 112-010 112-040 0-030 0.1% 111-180
Close 112-280 112-050 -0-230 -0.6% 112-050
Range 0-300 1-010 0-030 10.0% 1-190
ATR 0-267 0-271 0-005 1.7% 0-000
Volume 4,328 4,766 438 10.1% 10,813
Daily Pivots for day following 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-183 114-287 112-232
R3 114-173 113-277 112-141
R2 113-163 113-163 112-110
R1 112-267 112-267 112-080 112-210
PP 112-153 112-153 112-153 112-125
S1 111-257 111-257 112-020 111-200
S2 111-143 111-143 111-310
S3 110-133 110-247 111-279
S4 109-123 109-237 111-188
Weekly Pivots for week ending 25-Jul-2008
Classic Woodie Camarilla DeMark
R4 117-023 116-067 113-010
R3 115-153 114-197 112-190
R2 113-283 113-283 112-144
R1 113-007 113-007 112-097 112-210
PP 112-093 112-093 112-093 112-035
S1 111-137 111-137 112-003 111-020
S2 110-223 110-223 111-276
S3 109-033 109-267 111-230
S4 107-163 108-077 111-090
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-050 111-180 1-190 1.4% 0-256 0.7% 37% True False 2,162
10 114-240 111-180 3-060 2.8% 0-295 0.8% 19% False False 1,438
20 114-240 111-180 3-060 2.8% 0-254 0.7% 19% False False 976
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 117-172
2.618 115-274
1.618 114-264
1.000 114-060
0.618 113-254
HIGH 113-050
0.618 112-244
0.500 112-205
0.382 112-166
LOW 112-040
0.618 111-156
1.000 111-030
1.618 110-146
2.618 109-136
4.250 107-238
Fisher Pivots for day following 25-Jul-2008
Pivot 1 day 3 day
R1 112-205 112-115
PP 112-153 112-093
S1 112-102 112-072

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

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