ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 31-Jul-2008
Day Change Summary
Previous Current
30-Jul-2008 31-Jul-2008 Change Change % Previous Week
Open 112-280 112-280 0-000 0.0% 112-070
High 113-030 113-280 0-250 0.7% 113-050
Low 112-070 112-250 0-180 0.5% 111-180
Close 112-270 113-180 0-230 0.6% 112-050
Range 0-280 1-030 0-070 25.0% 1-190
ATR 0-271 0-277 0-006 2.1% 0-000
Volume 3,731 2,351 -1,380 -37.0% 10,813
Daily Pivots for day following 31-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-220 116-070 114-052
R3 115-190 115-040 113-276
R2 114-160 114-160 113-244
R1 114-010 114-010 113-212 114-085
PP 113-130 113-130 113-130 113-168
S1 112-300 112-300 113-148 113-055
S2 112-100 112-100 113-116
S3 111-070 111-270 113-084
S4 110-040 110-240 112-308
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
5 113-280 112-040 1-240 1.5% 0-288 0.8% 82% True False 4,554
10 113-280 111-180 2-100 2.0% 0-265 0.7% 86% True False 2,892
20 114-240 111-180 3-060 2.8% 0-282 0.8% 63% False False 1,874
40 114-240 109-270 4-290 4.3% 0-199 0.5% 76% False False 964
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 118-168
2.618 116-236
1.618 115-206
1.000 114-310
0.618 114-176
HIGH 113-280
0.618 113-146
0.500 113-105
0.382 113-064
LOW 112-250
0.618 112-034
1.000 111-220
1.618 111-004
2.618 109-294
4.250 108-042
Fisher Pivots for day following 31-Jul-2008
Pivot 1 day 3 day
R1 113-155 113-125
PP 113-130 113-070
S1 113-105 113-015

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

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