ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 23-Jun-2008
Day Change Summary
Previous Current
20-Jun-2008 23-Jun-2008 Change Change % Previous Week
Open 111-290 110-300 -0-310 -0.9% 110-160
High 111-290 111-080 -0-210 -0.6% 111-290
Low 111-060 110-290 -0-090 -0.3% 110-030
Close 111-070 110-300 -0-090 -0.3% 111-070
Range 0-230 0-110 -0-120 -52.2% 1-260
ATR 0-209 0-202 -0-007 -3.4% 0-000
Volume 4 3 -1 -25.0% 12
Daily Pivots for day following 23-Jun-2008
Classic Woodie Camarilla DeMark
R4 112-020 111-270 111-040
R3 111-230 111-160 111-010
R2 111-120 111-120 111-000
R1 111-050 111-050 110-310 111-035
PP 111-010 111-010 111-010 111-002
S1 110-260 110-260 110-290 110-245
S2 110-220 110-220 110-280
S3 110-110 110-150 110-270
S4 110-000 110-040 110-240
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-163 115-217 112-069
R3 114-223 113-277 111-230
R2 112-283 112-283 111-176
R1 112-017 112-017 111-123 112-150
PP 111-023 111-023 111-023 111-090
S1 110-077 110-077 111-017 110-210
S2 109-083 109-083 110-284
S3 107-143 108-137 110-230
S4 105-203 106-197 110-071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-290 110-030 1-260 1.6% 0-104 0.3% 47% False False 3
10 111-290 109-270 2-020 1.9% 0-111 0.3% 53% False False 6
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 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112-228
2.618 112-048
1.618 111-258
1.000 111-190
0.618 111-148
HIGH 111-080
0.618 111-038
0.500 111-025
0.382 111-012
LOW 110-290
0.618 110-222
1.000 110-180
1.618 110-112
2.618 110-002
4.250 109-142
Fisher Pivots for day following 23-Jun-2008
Pivot 1 day 3 day
R1 111-025 111-075
PP 111-010 111-043
S1 110-315 111-012

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

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