ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 115-090 115-030 -0-060 -0.2% 114-070
High 115-140 115-200 0-060 0.2% 115-070
Low 114-300 114-290 -0-010 0.0% 113-100
Close 115-020 115-140 0-120 0.3% 114-280
Range 0-160 0-230 0-070 43.8% 1-290
ATR 0-247 0-246 -0-001 -0.5% 0-000
Volume 13,535 62,506 48,971 361.8% 76,261
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-153 117-057 115-266
R3 116-243 116-147 115-203
R2 116-013 116-013 115-182
R1 115-237 115-237 115-161 115-285
PP 115-103 115-103 115-103 115-128
S1 115-007 115-007 115-119 115-055
S2 114-193 114-193 115-098
S3 113-283 114-097 115-077
S4 113-053 113-187 115-014
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
5 115-200 114-000 1-200 1.4% 0-200 0.5% 88% True False 26,821
10 115-200 113-080 2-120 2.1% 0-248 0.7% 92% True False 19,218
20 115-200 112-010 3-190 3.1% 0-249 0.7% 95% True False 14,017
40 115-200 110-300 4-220 4.1% 0-247 0.7% 96% True False 7,286
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-218
2.618 117-162
1.618 116-252
1.000 116-110
0.618 116-022
HIGH 115-200
0.618 115-112
0.500 115-085
0.382 115-058
LOW 114-290
0.618 114-148
1.000 114-060
1.618 113-238
2.618 113-008
4.250 111-272
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 115-122 115-117
PP 115-103 115-093
S1 115-085 115-070

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

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