ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 15-Aug-2008
Day Change Summary
Previous Current
14-Aug-2008 15-Aug-2008 Change Change % Previous Week
Open 114-050 114-160 0-110 0.3% 114-070
High 114-230 115-070 0-160 0.4% 115-070
Low 114-000 114-150 0-150 0.4% 113-100
Close 114-190 114-280 0-090 0.2% 114-280
Range 0-230 0-240 0-010 4.3% 1-290
ATR 0-264 0-263 -0-002 -0.7% 0-000
Volume 32,965 10,111 -22,854 -69.3% 76,261
Daily Pivots for day following 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-033 116-237 115-092
R3 116-113 115-317 115-026
R2 115-193 115-193 115-004
R1 115-077 115-077 114-302 115-135
PP 114-273 114-273 114-273 114-302
S1 114-157 114-157 114-258 114-215
S2 114-033 114-033 114-236
S3 113-113 113-237 114-214
S4 112-193 112-317 114-148
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 120-060 119-140 115-296
R3 118-090 117-170 115-128
R2 116-120 116-120 115-072
R1 115-200 115-200 115-016 116-000
PP 114-150 114-150 114-150 114-210
S1 113-230 113-230 114-224 114-030
S2 112-180 112-180 114-168
S3 110-210 111-260 114-112
S4 108-240 109-290 113-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-070 113-100 1-290 1.7% 0-272 0.7% 82% True False 15,252
10 115-070 112-270 2-120 2.1% 0-249 0.7% 86% True False 15,183
20 115-070 111-180 3-210 3.2% 0-255 0.7% 91% True False 9,551
40 115-070 110-290 4-100 3.8% 0-248 0.7% 92% True False 5,010
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 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-130
2.618 117-058
1.618 116-138
1.000 115-310
0.618 115-218
HIGH 115-070
0.618 114-298
0.500 114-270
0.382 114-242
LOW 114-150
0.618 114-002
1.000 113-230
1.618 113-082
2.618 112-162
4.250 111-090
Fisher Pivots for day following 15-Aug-2008
Pivot 1 day 3 day
R1 114-277 114-252
PP 114-273 114-223
S1 114-270 114-195

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

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