ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 28-Jul-2008
Day Change Summary
Previous Current
25-Jul-2008 28-Jul-2008 Change Change % Previous Week
Open 113-010 112-100 -0-230 -0.6% 112-070
High 113-050 113-050 0-000 0.0% 113-050
Low 112-040 112-100 0-060 0.2% 111-180
Close 112-050 113-000 0-270 0.8% 112-050
Range 1-010 0-270 -0-060 -18.2% 1-190
ATR 0-271 0-275 0-003 1.3% 0-000
Volume 4,766 1,882 -2,884 -60.5% 10,813
Daily Pivots for day following 28-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-113 115-007 113-148
R3 114-163 114-057 113-074
R2 113-213 113-213 113-050
R1 113-107 113-107 113-025 113-160
PP 112-263 112-263 112-263 112-290
S1 112-157 112-157 112-295 112-210
S2 111-313 111-313 112-270
S3 111-043 111-207 112-246
S4 110-093 110-257 112-172
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% 0-268 0.7% 90% True False 2,496
10 114-240 111-180 3-060 2.8% 0-274 0.8% 45% False False 1,507
20 114-240 111-180 3-060 2.8% 0-262 0.7% 45% False False 1,069
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 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-238
2.618 115-117
1.618 114-167
1.000 114-000
0.618 113-217
HIGH 113-050
0.618 112-267
0.500 112-235
0.382 112-203
LOW 112-100
0.618 111-253
1.000 111-150
1.618 110-303
2.618 110-033
4.250 108-232
Fisher Pivots for day following 28-Jul-2008
Pivot 1 day 3 day
R1 112-292 112-277
PP 112-263 112-233
S1 112-235 112-190

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

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