ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 22-Aug-2008
Day Change Summary
Previous Current
21-Aug-2008 22-Aug-2008 Change Change % Previous Week
Open 115-120 115-060 -0-060 -0.2% 115-010
High 115-200 115-070 -0-130 -0.4% 115-200
Low 114-280 114-170 -0-110 -0.3% 114-170
Close 115-020 114-250 -0-090 -0.2% 114-250
Range 0-240 0-220 -0-020 -8.3% 1-030
ATR 0-246 0-244 -0-002 -0.7% 0-000
Volume 75,234 54,294 -20,940 -27.8% 220,557
Daily Pivots for day following 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 116-290 116-170 115-051
R3 116-070 115-270 114-310
R2 115-170 115-170 114-290
R1 115-050 115-050 114-270 115-000
PP 114-270 114-270 114-270 114-245
S1 114-150 114-150 114-230 114-100
S2 114-050 114-050 114-210
S3 113-150 113-250 114-190
S4 112-250 113-030 114-129
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-083 117-197 115-122
R3 117-053 116-167 115-026
R2 116-023 116-023 114-314
R1 115-137 115-137 114-282 115-065
PP 114-313 114-313 114-313 114-278
S1 114-107 114-107 114-218 114-035
S2 113-283 113-283 114-186
S3 112-253 113-077 114-154
S4 111-223 112-047 114-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-200 114-170 1-030 1.0% 0-198 0.5% 23% False True 44,111
10 115-200 113-100 2-100 2.0% 0-235 0.6% 64% False False 29,681
20 115-200 112-070 3-130 3.0% 0-240 0.7% 75% False False 20,039
40 115-200 111-180 4-020 3.5% 0-248 0.7% 79% False False 10,507
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 0-045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-045
2.618 117-006
1.618 116-106
1.000 115-290
0.618 115-206
HIGH 115-070
0.618 114-306
0.500 114-280
0.382 114-254
LOW 114-170
0.618 114-034
1.000 113-270
1.618 113-134
2.618 112-234
4.250 111-195
Fisher Pivots for day following 22-Aug-2008
Pivot 1 day 3 day
R1 114-280 115-025
PP 114-270 114-313
S1 114-260 114-282

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

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