ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 22-Apr-2008
Day Change Summary
Previous Current
21-Apr-2008 22-Apr-2008 Change Change % Previous Week
Open 114-000 114-170 0-170 0.5% 116-140
High 114-290 115-000 0-030 0.1% 116-310
Low 114-000 114-160 0-160 0.4% 113-230
Close 114-280 114-230 -0-050 -0.1% 114-180
Range 0-290 0-160 -0-130 -44.8% 3-080
ATR 0-258 0-251 -0-007 -2.7% 0-000
Volume 6,483 1,518 -4,965 -76.6% 18,306
Daily Pivots for day following 22-Apr-2008
Classic Woodie Camarilla DeMark
R4 116-077 115-313 114-318
R3 115-237 115-153 114-274
R2 115-077 115-077 114-259
R1 114-313 114-313 114-245 115-035
PP 114-237 114-237 114-237 114-258
S1 114-153 114-153 114-215 114-195
S2 114-077 114-077 114-201
S3 113-237 113-313 114-186
S4 113-077 113-153 114-142
Weekly Pivots for week ending 18-Apr-2008
Classic Woodie Camarilla DeMark
R4 124-267 122-303 116-112
R3 121-187 119-223 115-146
R2 118-107 118-107 115-051
R1 116-143 116-143 114-275 115-245
PP 115-027 115-027 115-027 114-238
S1 113-063 113-063 114-085 112-165
S2 111-267 111-267 113-309
S3 108-187 109-303 113-214
S4 105-107 106-223 112-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-290 113-230 2-060 1.9% 0-256 0.7% 46% False False 5,033
10 116-310 113-230 3-080 2.8% 0-217 0.6% 31% False False 2,712
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-049
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 117-040
2.618 116-099
1.618 115-259
1.000 115-160
0.618 115-099
HIGH 115-000
0.618 114-259
0.500 114-240
0.382 114-221
LOW 114-160
0.618 114-061
1.000 114-000
1.618 113-221
2.618 113-061
4.250 112-120
Fisher Pivots for day following 22-Apr-2008
Pivot 1 day 3 day
R1 114-240 114-192
PP 114-237 114-153
S1 114-233 114-115

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

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