ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 29-Jul-2008
Day Change Summary
Previous Current
28-Jul-2008 29-Jul-2008 Change Change % Previous Week
Open 112-100 113-030 0-250 0.7% 112-070
High 113-050 113-030 -0-020 -0.1% 113-050
Low 112-100 112-140 0-040 0.1% 111-180
Close 113-000 112-260 -0-060 -0.2% 112-050
Range 0-270 0-210 -0-060 -22.2% 1-190
ATR 0-275 0-270 -0-005 -1.7% 0-000
Volume 1,882 10,041 8,159 433.5% 10,813
Daily Pivots for day following 29-Jul-2008
Classic Woodie Camarilla DeMark
R4 114-240 114-140 113-056
R3 114-030 113-250 112-318
R2 113-140 113-140 112-298
R1 113-040 113-040 112-279 112-305
PP 112-250 112-250 112-250 112-222
S1 112-150 112-150 112-241 112-095
S2 112-040 112-040 112-222
S3 111-150 111-260 112-202
S4 110-260 111-050 112-144
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% 0-248 0.7% 78% False False 4,495
10 114-160 111-180 2-300 2.6% 0-271 0.8% 43% False False 2,471
20 114-240 111-180 3-060 2.8% 0-266 0.7% 39% False False 1,570
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-282
2.618 114-260
1.618 114-050
1.000 113-240
0.618 113-160
HIGH 113-030
0.618 112-270
0.500 112-245
0.382 112-220
LOW 112-140
0.618 112-010
1.000 111-250
1.618 111-120
2.618 110-230
4.250 109-208
Fisher Pivots for day following 29-Jul-2008
Pivot 1 day 3 day
R1 112-255 112-242
PP 112-250 112-223
S1 112-245 112-205

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

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