ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 01-Aug-2008
Day Change Summary
Previous Current
31-Jul-2008 01-Aug-2008 Change Change % Previous Week
Open 112-280 113-250 0-290 0.8% 112-100
High 113-280 114-020 0-060 0.2% 114-020
Low 112-250 113-120 0-190 0.5% 112-070
Close 113-180 113-250 0-070 0.2% 113-250
Range 1-030 0-220 -0-130 -37.1% 1-270
ATR 0-277 0-272 -0-004 -1.5% 0-000
Volume 2,351 10,382 8,031 341.6% 28,387
Daily Pivots for day following 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-257 115-153 114-051
R3 115-037 114-253 113-310
R2 114-137 114-137 113-290
R1 114-033 114-033 113-270 114-040
PP 113-237 113-237 113-237 113-240
S1 113-133 113-133 113-230 113-140
S2 113-017 113-017 113-210
S3 112-117 112-233 113-190
S4 111-217 112-013 113-129
Weekly Pivots for week ending 01-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-283 118-057 114-254
R3 117-013 116-107 114-092
R2 115-063 115-063 114-038
R1 114-157 114-157 113-304 114-270
PP 113-113 113-113 113-113 113-170
S1 112-207 112-207 113-196 113-000
S2 111-163 111-163 113-142
S3 109-213 110-257 113-088
S4 107-263 108-307 112-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-020 112-070 1-270 1.6% 0-266 0.7% 85% True False 5,677
10 114-020 111-180 2-160 2.2% 0-261 0.7% 89% True False 3,920
20 114-240 111-180 3-060 2.8% 0-285 0.8% 70% False False 2,366
40 114-240 109-270 4-290 4.3% 0-204 0.6% 80% False False 1,223
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 0-042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-315
2.618 115-276
1.618 115-056
1.000 114-240
0.618 114-156
HIGH 114-020
0.618 113-256
0.500 113-230
0.382 113-204
LOW 113-120
0.618 112-304
1.000 112-220
1.618 112-084
2.618 111-184
4.250 110-145
Fisher Pivots for day following 01-Aug-2008
Pivot 1 day 3 day
R1 113-243 113-182
PP 113-237 113-113
S1 113-230 113-045

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

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