ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 26-Aug-2008
Day Change Summary
Previous Current
25-Aug-2008 26-Aug-2008 Change Change % Previous Week
Open 114-240 115-200 0-280 0.8% 115-010
High 115-260 115-260 0-000 0.0% 115-200
Low 114-240 115-100 0-180 0.5% 114-170
Close 115-190 115-180 -0-010 0.0% 114-250
Range 1-020 0-160 -0-180 -52.9% 1-030
ATR 0-251 0-244 -0-006 -2.6% 0-000
Volume 166,209 268,733 102,524 61.7% 220,557
Daily Pivots for day following 26-Aug-2008
Classic Woodie Camarilla DeMark
R4 117-020 116-260 115-268
R3 116-180 116-100 115-224
R2 116-020 116-020 115-209
R1 115-260 115-260 115-195 115-220
PP 115-180 115-180 115-180 115-160
S1 115-100 115-100 115-165 115-060
S2 115-020 115-020 115-151
S3 114-180 114-260 115-136
S4 114-020 114-100 115-092
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
5 115-260 114-170 1-090 1.1% 0-238 0.6% 80% True False 125,395
10 115-260 114-000 1-260 1.6% 0-221 0.6% 86% True False 72,400
20 115-260 112-070 3-190 3.1% 0-242 0.7% 93% True False 41,190
40 115-260 111-180 4-080 3.7% 0-254 0.7% 94% True False 21,380
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-300
2.618 117-039
1.618 116-199
1.000 116-100
0.618 116-039
HIGH 115-260
0.618 115-199
0.500 115-180
0.382 115-161
LOW 115-100
0.618 115-001
1.000 114-260
1.618 114-161
2.618 114-001
4.250 113-060
Fisher Pivots for day following 26-Aug-2008
Pivot 1 day 3 day
R1 115-180 115-138
PP 115-180 115-097
S1 115-180 115-055

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

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