ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 05-Aug-2008
Day Change Summary
Previous Current
04-Aug-2008 05-Aug-2008 Change Change % Previous Week
Open 113-200 113-220 0-020 0.1% 112-100
High 114-020 113-230 -0-110 -0.3% 114-020
Low 113-180 113-100 -0-080 -0.2% 112-070
Close 113-200 113-150 -0-050 -0.1% 113-250
Range 0-160 0-130 -0-030 -18.8% 1-270
ATR 0-264 0-255 -0-010 -3.6% 0-000
Volume 12,146 25,386 13,240 109.0% 28,387
Daily Pivots for day following 05-Aug-2008
Classic Woodie Camarilla DeMark
R4 114-230 114-160 113-222
R3 114-100 114-030 113-186
R2 113-290 113-290 113-174
R1 113-220 113-220 113-162 113-190
PP 113-160 113-160 113-160 113-145
S1 113-090 113-090 113-138 113-060
S2 113-030 113-030 113-126
S3 112-220 112-280 113-114
S4 112-090 112-150 113-078
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% 0-228 0.6% 68% False False 10,799
10 114-020 111-180 2-160 2.2% 0-238 0.7% 76% False False 7,647
20 114-240 111-180 3-060 2.8% 0-274 0.8% 60% False False 4,235
40 114-240 109-270 4-290 4.3% 0-212 0.6% 74% False False 2,154
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 False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 115-142
2.618 114-250
1.618 114-120
1.000 114-040
0.618 113-310
HIGH 113-230
0.618 113-180
0.500 113-165
0.382 113-150
LOW 113-100
0.618 113-020
1.000 112-290
1.618 112-210
2.618 112-080
4.250 111-188
Fisher Pivots for day following 05-Aug-2008
Pivot 1 day 3 day
R1 113-165 113-220
PP 113-160 113-197
S1 113-155 113-173

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

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