ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 04-Aug-2008
Day Change Summary
Previous Current
01-Aug-2008 04-Aug-2008 Change Change % Previous Week
Open 113-250 113-200 -0-050 -0.1% 112-100
High 114-020 114-020 0-000 0.0% 114-020
Low 113-120 113-180 0-060 0.2% 112-070
Close 113-250 113-200 -0-050 -0.1% 113-250
Range 0-220 0-160 -0-060 -27.3% 1-270
ATR 0-272 0-264 -0-008 -2.9% 0-000
Volume 10,382 12,146 1,764 17.0% 28,387
Daily Pivots for day following 04-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-080 114-300 113-288
R3 114-240 114-140 113-244
R2 114-080 114-080 113-229
R1 113-300 113-300 113-215 113-280
PP 113-240 113-240 113-240 113-230
S1 113-140 113-140 113-185 113-120
S2 113-080 113-080 113-171
S3 112-240 112-300 113-156
S4 112-080 112-140 113-112
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% 0-244 0.7% 76% True False 7,730
10 114-020 111-180 2-160 2.2% 0-256 0.7% 83% True False 5,113
20 114-240 111-180 3-060 2.8% 0-276 0.8% 65% False False 2,972
40 114-240 109-270 4-290 4.3% 0-208 0.6% 77% False False 1,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 116-060
2.618 115-119
1.618 114-279
1.000 114-180
0.618 114-119
HIGH 114-020
0.618 113-279
0.500 113-260
0.382 113-241
LOW 113-180
0.618 113-081
1.000 113-020
1.618 112-241
2.618 112-081
4.250 111-140
Fisher Pivots for day following 04-Aug-2008
Pivot 1 day 3 day
R1 113-260 113-178
PP 113-240 113-157
S1 113-220 113-135

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

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