ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 26-May-2008
Day Change Summary
Previous Current
23-May-2008 26-May-2008 Change Change % Previous Week
Open 113-130 114-000 0-190 0.5% 113-290
High 114-040 114-010 -0-030 -0.1% 114-210
Low 113-020 113-280 0-260 0.7% 113-020
Close 114-030 113-280 -0-070 -0.2% 114-030
Range 1-020 0-050 -0-290 -85.3% 1-190
ATR 0-279 0-264 -0-015 -5.3% 0-000
Volume 151,838 151,838 0 0.0% 522,300
Daily Pivots for day following 26-May-2008
Classic Woodie Camarilla DeMark
R4 114-127 114-093 113-308
R3 114-077 114-043 113-294
R2 114-027 114-027 113-289
R1 113-313 113-313 113-285 113-305
PP 113-297 113-297 113-297 113-292
S1 113-263 113-263 113-275 113-255
S2 113-247 113-247 113-271
S3 113-197 113-213 113-266
S4 113-147 113-163 113-252
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 118-230 118-000 114-310
R3 117-040 116-130 114-170
R2 115-170 115-170 114-124
R1 114-260 114-260 114-077 115-055
PP 113-300 113-300 113-300 114-038
S1 113-070 113-070 113-303 113-185
S2 112-110 112-110 113-256
S3 110-240 111-200 113-210
S4 109-050 110-010 113-070
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-210 113-020 1-190 1.4% 0-250 0.7% 51% False False 127,150
10 114-280 113-000 1-280 1.6% 0-280 0.8% 47% False False 83,567
20 115-030 113-000 2-030 1.8% 0-267 0.7% 42% False False 48,115
40 117-190 113-000 4-190 4.0% 0-234 0.6% 19% False False 25,202
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 0-073
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 114-222
2.618 114-141
1.618 114-091
1.000 114-060
0.618 114-041
HIGH 114-010
0.618 113-311
0.500 113-305
0.382 113-299
LOW 113-280
0.618 113-249
1.000 113-230
1.618 113-199
2.618 113-149
4.250 113-068
Fisher Pivots for day following 26-May-2008
Pivot 1 day 3 day
R1 113-305 113-267
PP 113-297 113-253
S1 113-288 113-240

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

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