ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 07-Aug-2008
Day Change Summary
Previous Current
06-Aug-2008 07-Aug-2008 Change Change % Previous Week
Open 113-150 113-080 -0-070 -0.2% 112-100
High 113-200 114-170 0-290 0.8% 114-020
Low 112-270 113-080 0-130 0.4% 112-070
Close 113-080 114-120 1-040 1.0% 113-250
Range 0-250 1-090 0-160 64.0% 1-270
ATR 0-254 0-266 0-011 4.4% 0-000
Volume 13,148 12,594 -554 -4.2% 28,387
Daily Pivots for day following 07-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-287 117-133 115-026
R3 116-197 116-043 114-233
R2 115-107 115-107 114-195
R1 114-273 114-273 114-158 115-030
PP 114-017 114-017 114-017 114-055
S1 113-183 113-183 114-082 113-260
S2 112-247 112-247 114-045
S3 111-157 112-093 114-007
S4 110-067 111-003 113-214
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
5 114-170 112-270 1-220 1.5% 0-234 0.6% 91% True False 14,731
10 114-170 112-040 2-130 2.1% 0-261 0.7% 94% True False 9,642
20 114-240 111-180 3-060 2.8% 0-286 0.8% 88% False False 5,416
40 114-240 109-270 4-290 4.3% 0-226 0.6% 92% False False 2,797
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 0-031
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 119-312
2.618 117-283
1.618 116-193
1.000 115-260
0.618 115-103
HIGH 114-170
0.618 114-013
0.500 113-285
0.382 113-237
LOW 113-080
0.618 112-147
1.000 111-310
1.618 111-057
2.618 109-287
4.250 107-258
Fisher Pivots for day following 07-Aug-2008
Pivot 1 day 3 day
R1 114-068 114-047
PP 114-017 113-293
S1 113-285 113-220

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

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