ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 14-Aug-2008
Day Change Summary
Previous Current
13-Aug-2008 14-Aug-2008 Change Change % Previous Week
Open 114-200 114-050 -0-150 -0.4% 113-200
High 114-260 114-230 -0-030 -0.1% 114-180
Low 114-010 114-000 -0-010 0.0% 112-270
Close 114-060 114-190 0-130 0.4% 114-030
Range 0-250 0-230 -0-020 -8.0% 1-230
ATR 0-267 0-264 -0-003 -1.0% 0-000
Volume 25,433 32,965 7,532 29.6% 75,576
Daily Pivots for day following 14-Aug-2008
Classic Woodie Camarilla DeMark
R4 116-190 116-100 114-316
R3 115-280 115-190 114-253
R2 115-050 115-050 114-232
R1 114-280 114-280 114-211 115-005
PP 114-140 114-140 114-140 114-162
S1 114-050 114-050 114-169 114-095
S2 113-230 113-230 114-148
S3 113-000 113-140 114-127
S4 112-090 112-230 114-064
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
5 114-260 113-100 1-160 1.3% 0-260 0.7% 85% False False 15,690
10 114-260 112-270 1-310 1.7% 0-247 0.7% 89% False False 15,210
20 114-260 111-180 3-080 2.8% 0-256 0.7% 93% False False 9,051
40 114-260 110-180 4-080 3.7% 0-242 0.7% 95% False False 4,757
Crabel Price Patterns
NR True
NR4 True
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 0-042
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-248
2.618 116-192
1.618 115-282
1.000 115-140
0.618 115-052
HIGH 114-230
0.618 114-142
0.500 114-115
0.382 114-088
LOW 114-000
0.618 113-178
1.000 113-090
1.618 112-268
2.618 112-038
4.250 110-302
Fisher Pivots for day following 14-Aug-2008
Pivot 1 day 3 day
R1 114-165 114-153
PP 114-140 114-117
S1 114-115 114-080

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

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