ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 12-Aug-2008
Day Change Summary
Previous Current
11-Aug-2008 12-Aug-2008 Change Change % Previous Week
Open 114-070 113-230 -0-160 -0.4% 113-200
High 114-120 114-200 0-080 0.2% 114-180
Low 113-100 113-220 0-120 0.3% 112-270
Close 113-210 114-160 0-270 0.7% 114-030
Range 1-020 0-300 -0-040 -11.8% 1-230
ATR 0-265 0-268 0-003 1.2% 0-000
Volume 5,367 2,385 -2,982 -55.6% 75,576
Daily Pivots for day following 12-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-027 116-233 115-005
R3 116-047 115-253 114-242
R2 115-067 115-067 114-215
R1 114-273 114-273 114-188 115-010
PP 114-087 114-087 114-087 114-115
S1 113-293 113-293 114-132 114-030
S2 113-107 113-107 114-105
S3 112-127 112-313 114-078
S4 111-147 112-013 113-315
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
5 114-200 112-270 1-250 1.6% 0-296 0.8% 93% True False 9,159
10 114-200 112-070 2-130 2.1% 0-262 0.7% 95% True False 9,979
20 114-200 111-180 3-020 2.7% 0-266 0.7% 96% True False 6,225
40 114-240 110-030 4-210 4.1% 0-234 0.6% 95% False False 3,298
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 0-041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-195
2.618 117-025
1.618 116-045
1.000 115-180
0.618 115-065
HIGH 114-200
0.618 114-085
0.500 114-050
0.382 114-015
LOW 113-220
0.618 113-035
1.000 112-240
1.618 112-055
2.618 111-075
4.250 109-225
Fisher Pivots for day following 12-Aug-2008
Pivot 1 day 3 day
R1 114-123 114-103
PP 114-087 114-047
S1 114-050 113-310

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

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