ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 22-Sep-2008
Day Change Summary
Previous Current
19-Sep-2008 22-Sep-2008 Change Change % Previous Week
Open 117-220 115-090 -2-130 -2.0% 117-100
High 117-225 115-205 -2-020 -1.8% 119-115
Low 115-035 114-165 -0-190 -0.5% 115-035
Close 115-205 115-045 -0-160 -0.4% 115-205
Range 2-190 1-040 -1-150 -56.6% 4-080
ATR 1-125 1-119 -0-006 -1.4% 0-000
Volume 1,139,831 1,205,308 65,477 5.7% 6,387,483
Daily Pivots for day following 22-Sep-2008
Classic Woodie Camarilla DeMark
R4 118-152 117-298 115-243
R3 117-112 116-258 115-144
R2 116-072 116-072 115-111
R1 115-218 115-218 115-078 115-125
PP 115-032 115-032 115-032 114-305
S1 114-178 114-178 115-012 114-085
S2 113-312 113-312 114-299
S3 112-272 113-138 114-266
S4 111-232 112-098 114-167
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 129-145 126-255 117-313
R3 125-065 122-175 116-259
R2 120-305 120-305 116-134
R1 118-095 118-095 116-010 117-160
PP 116-225 116-225 116-225 116-098
S1 114-015 114-015 115-080 113-080
S2 112-145 112-145 114-276
S3 108-065 109-255 114-151
S4 103-305 105-175 113-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-115 114-165 4-270 4.2% 1-277 1.6% 13% False True 1,257,839
10 119-115 114-165 4-270 4.2% 1-175 1.3% 13% False True 1,267,438
20 119-115 114-165 4-270 4.2% 1-087 1.1% 13% False True 993,565
40 119-115 112-070 7-045 6.2% 1-004 0.9% 41% False False 506,802
60 119-115 111-180 7-255 6.8% 0-301 0.8% 46% False False 338,193
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 False
Bear Hook False
Bull Hook False
Stretch 0-133
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-135
2.618 118-187
1.618 117-147
1.000 116-245
0.618 116-107
HIGH 115-205
0.618 115-067
0.500 115-025
0.382 114-303
LOW 114-165
0.618 113-263
1.000 113-125
1.618 112-223
2.618 111-183
4.250 109-235
Fisher Pivots for day following 22-Sep-2008
Pivot 1 day 3 day
R1 115-038 116-240
PP 115-032 116-068
S1 115-025 115-217

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

View Archives - Comment on this page... - Back to Index of Symbols