ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 23-Sep-2008
Day Change Summary
Previous Current
22-Sep-2008 23-Sep-2008 Change Change % Previous Week
Open 115-090 115-035 -0-055 -0.1% 117-100
High 115-205 115-155 -0-050 -0.1% 119-115
Low 114-165 114-185 0-020 0.1% 115-035
Close 115-045 114-275 -0-090 -0.2% 115-205
Range 1-040 0-290 -0-070 -19.4% 4-080
ATR 1-119 1-108 -0-011 -2.4% 0-000
Volume 1,205,308 828,022 -377,286 -31.3% 6,387,483
Daily Pivots for day following 23-Sep-2008
Classic Woodie Camarilla DeMark
R4 117-222 117-058 115-114
R3 116-252 116-088 115-035
R2 115-282 115-282 115-008
R1 115-118 115-118 114-302 115-055
PP 114-312 114-312 114-312 114-280
S1 114-148 114-148 114-248 114-085
S2 114-022 114-022 114-222
S3 113-052 113-178 114-195
S4 112-082 112-208 114-116
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
5 119-020 114-165 4-175 4.0% 1-197 1.4% 8% False False 1,181,402
10 119-115 114-165 4-270 4.2% 1-164 1.3% 7% False False 1,211,368
20 119-115 114-165 4-270 4.2% 1-085 1.1% 7% False False 1,026,656
40 119-115 112-070 7-045 6.2% 1-004 0.9% 37% False False 527,455
60 119-115 111-180 7-255 6.8% 0-303 0.8% 42% False False 351,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-128
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 119-108
2.618 117-274
1.618 116-304
1.000 116-125
0.618 116-014
HIGH 115-155
0.618 115-044
0.500 115-010
0.382 114-296
LOW 114-185
0.618 114-006
1.000 113-215
1.618 113-036
2.618 112-066
4.250 110-232
Fisher Pivots for day following 23-Sep-2008
Pivot 1 day 3 day
R1 115-010 116-035
PP 114-312 115-222
S1 114-293 115-088

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

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