ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 21-Aug-2008
Day Change Summary
Previous Current
20-Aug-2008 21-Aug-2008 Change Change % Previous Week
Open 115-030 115-120 0-090 0.2% 114-070
High 115-200 115-200 0-000 0.0% 115-070
Low 114-290 114-280 -0-010 0.0% 113-100
Close 115-140 115-020 -0-120 -0.3% 114-280
Range 0-230 0-240 0-010 4.3% 1-290
ATR 0-246 0-246 0-000 -0.2% 0-000
Volume 62,506 75,234 12,728 20.4% 76,261
Daily Pivots for day following 21-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-140 117-000 115-152
R3 116-220 116-080 115-086
R2 115-300 115-300 115-064
R1 115-160 115-160 115-042 115-110
PP 115-060 115-060 115-060 115-035
S1 114-240 114-240 114-318 114-190
S2 114-140 114-140 114-296
S3 113-220 114-000 114-274
S4 112-300 113-080 114-208
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
5 115-200 114-150 1-050 1.0% 0-202 0.5% 51% True False 35,274
10 115-200 113-100 2-100 2.0% 0-231 0.6% 76% True False 25,482
20 115-200 112-040 3-160 3.0% 0-246 0.7% 84% True False 17,562
40 115-200 111-180 4-020 3.5% 0-248 0.7% 86% True False 9,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-260
2.618 117-188
1.618 116-268
1.000 116-120
0.618 116-028
HIGH 115-200
0.618 115-108
0.500 115-080
0.382 115-052
LOW 114-280
0.618 114-132
1.000 114-040
1.618 113-212
2.618 112-292
4.250 111-220
Fisher Pivots for day following 21-Aug-2008
Pivot 1 day 3 day
R1 115-080 115-080
PP 115-060 115-060
S1 115-040 115-040

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

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