ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 30-Jul-2008
Day Change Summary
Previous Current
29-Jul-2008 30-Jul-2008 Change Change % Previous Week
Open 113-030 112-280 -0-070 -0.2% 112-070
High 113-030 113-030 0-000 0.0% 113-050
Low 112-140 112-070 -0-070 -0.2% 111-180
Close 112-260 112-270 0-010 0.0% 112-050
Range 0-210 0-280 0-070 33.3% 1-190
ATR 0-270 0-271 0-001 0.3% 0-000
Volume 10,041 3,731 -6,310 -62.8% 10,813
Daily Pivots for day following 30-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-110 114-310 113-104
R3 114-150 114-030 113-027
R2 113-190 113-190 113-001
R1 113-070 113-070 112-296 112-310
PP 112-230 112-230 112-230 112-190
S1 112-110 112-110 112-244 112-030
S2 111-270 111-270 112-219
S3 110-310 111-150 112-193
S4 110-030 110-190 112-116
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
5 113-050 112-010 1-040 1.0% 0-278 0.8% 72% False False 4,949
10 113-200 111-180 2-020 1.8% 0-265 0.7% 62% False False 2,832
20 114-240 111-180 3-060 2.8% 0-272 0.8% 40% False False 1,757
40 114-240 109-270 4-290 4.3% 0-190 0.5% 61% False False 1,033
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-260
2.618 115-123
1.618 114-163
1.000 113-310
0.618 113-203
HIGH 113-030
0.618 112-243
0.500 112-210
0.382 112-177
LOW 112-070
0.618 111-217
1.000 111-110
1.618 110-257
2.618 109-297
4.250 108-160
Fisher Pivots for day following 30-Jul-2008
Pivot 1 day 3 day
R1 112-250 112-253
PP 112-230 112-237
S1 112-210 112-220

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

View Archives - Comment on this page... - Back to Index of Symbols