ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 06-Aug-2008
Day Change Summary
Previous Current
05-Aug-2008 06-Aug-2008 Change Change % Previous Week
Open 113-220 113-150 -0-070 -0.2% 112-100
High 113-230 113-200 -0-030 -0.1% 114-020
Low 113-100 112-270 -0-150 -0.4% 112-070
Close 113-150 113-080 -0-070 -0.2% 113-250
Range 0-130 0-250 0-120 92.3% 1-270
ATR 0-255 0-254 0-000 -0.1% 0-000
Volume 25,386 13,148 -12,238 -48.2% 28,387
Daily Pivots for day following 06-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-187 115-063 113-218
R3 114-257 114-133 113-149
R2 114-007 114-007 113-126
R1 113-203 113-203 113-103 113-140
PP 113-077 113-077 113-077 113-045
S1 112-273 112-273 113-057 112-210
S2 112-147 112-147 113-034
S3 111-217 112-023 113-011
S4 110-287 111-093 112-262
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
5 114-020 112-250 1-090 1.1% 0-222 0.6% 37% False False 12,682
10 114-020 112-010 2-010 1.8% 0-250 0.7% 60% False False 8,816
20 114-240 111-180 3-060 2.8% 0-272 0.8% 53% False False 4,803
40 114-240 109-270 4-290 4.3% 0-218 0.6% 69% False False 2,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-302
2.618 115-214
1.618 114-284
1.000 114-130
0.618 114-034
HIGH 113-200
0.618 113-104
0.500 113-075
0.382 113-046
LOW 112-270
0.618 112-116
1.000 112-020
1.618 111-186
2.618 110-256
4.250 109-168
Fisher Pivots for day following 06-Aug-2008
Pivot 1 day 3 day
R1 113-078 113-145
PP 113-077 113-123
S1 113-075 113-102

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

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