ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 11-Aug-2008
Day Change Summary
Previous Current
08-Aug-2008 11-Aug-2008 Change Change % Previous Week
Open 114-100 114-070 -0-030 -0.1% 113-200
High 114-180 114-120 -0-060 -0.2% 114-180
Low 114-000 113-100 -0-220 -0.6% 112-270
Close 114-030 113-210 -0-140 -0.4% 114-030
Range 0-180 1-020 0-160 88.9% 1-230
ATR 0-259 0-265 0-006 2.2% 0-000
Volume 12,302 5,367 -6,935 -56.4% 75,576
Daily Pivots for day following 11-Aug-2008
Classic Woodie Camarilla DeMark
R4 116-310 116-120 114-077
R3 115-290 115-100 113-304
R2 114-270 114-270 113-272
R1 114-080 114-080 113-241 114-005
PP 113-250 113-250 113-250 113-212
S1 113-060 113-060 113-179 112-305
S2 112-230 112-230 113-148
S3 111-210 112-040 113-116
S4 110-190 111-020 113-023
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% 0-262 0.7% 47% False False 13,759
10 114-180 112-070 2-110 2.1% 0-253 0.7% 61% False False 10,744
20 114-240 111-180 3-060 2.8% 0-264 0.7% 66% False False 6,126
40 114-240 110-030 4-210 4.1% 0-229 0.6% 77% False False 3,238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-285
2.618 117-050
1.618 116-030
1.000 115-140
0.618 115-010
HIGH 114-120
0.618 113-310
0.500 113-270
0.382 113-230
LOW 113-100
0.618 112-210
1.000 112-080
1.618 111-190
2.618 110-170
4.250 108-255
Fisher Pivots for day following 11-Aug-2008
Pivot 1 day 3 day
R1 113-270 113-290
PP 113-250 113-263
S1 113-230 113-237

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

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