ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 08-Aug-2008
Day Change Summary
Previous Current
07-Aug-2008 08-Aug-2008 Change Change % Previous Week
Open 113-080 114-100 1-020 0.9% 113-200
High 114-170 114-180 0-010 0.0% 114-180
Low 113-080 114-000 0-240 0.7% 112-270
Close 114-120 114-030 -0-090 -0.2% 114-030
Range 1-090 0-180 -0-230 -56.1% 1-230
ATR 0-266 0-259 -0-006 -2.3% 0-000
Volume 12,594 12,302 -292 -2.3% 75,576
Daily Pivots for day following 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 115-290 115-180 114-129
R3 115-110 115-000 114-080
R2 114-250 114-250 114-063
R1 114-140 114-140 114-046 114-105
PP 114-070 114-070 114-070 114-052
S1 113-280 113-280 114-014 113-245
S2 113-210 113-210 113-317
S3 113-030 113-100 113-300
S4 112-170 112-240 113-251
Weekly Pivots for week ending 08-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-317 118-083 115-012
R3 117-087 116-173 114-181
R2 115-177 115-177 114-131
R1 114-263 114-263 114-080 115-060
PP 113-267 113-267 113-267 114-005
S1 113-033 113-033 113-300 113-150
S2 112-037 112-037 113-249
S3 110-127 111-123 113-199
S4 108-217 109-213 113-048
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-180 112-270 1-230 1.5% 0-226 0.6% 73% True False 15,115
10 114-180 112-070 2-110 2.1% 0-246 0.7% 80% True False 10,396
20 114-240 111-180 3-060 2.8% 0-270 0.7% 79% False False 5,917
40 114-240 109-270 4-290 4.3% 0-220 0.6% 87% False False 3,104
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 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-305
2.618 116-011
1.618 115-151
1.000 115-040
0.618 114-291
HIGH 114-180
0.618 114-111
0.500 114-090
0.382 114-069
LOW 114-000
0.618 113-209
1.000 113-140
1.618 113-029
2.618 112-169
4.250 111-195
Fisher Pivots for day following 08-Aug-2008
Pivot 1 day 3 day
R1 114-090 113-308
PP 114-070 113-267
S1 114-050 113-225

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

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