ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 05-Jun-2008
Day Change Summary
Previous Current
04-Jun-2008 05-Jun-2008 Change Change % Previous Week
Open 114-050 113-230 -0-140 -0.4% 114-000
High 114-150 113-280 -0-190 -0.5% 114-010
Low 113-170 113-000 -0-170 -0.5% 111-180
Close 113-300 113-080 -0-220 -0.6% 112-130
Range 0-300 0-280 -0-020 -6.7% 2-150
ATR 0-291 0-292 0-001 0.2% 0-000
Volume 1,644,941 1,508,631 -136,310 -8.3% 2,774,552
Daily Pivots for day following 05-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-000 115-160 113-234
R3 115-040 114-200 113-157
R2 114-080 114-080 113-131
R1 113-240 113-240 113-106 113-180
PP 113-120 113-120 113-120 113-090
S1 112-280 112-280 113-054 112-220
S2 112-160 112-160 113-029
S3 111-200 112-000 113-003
S4 110-240 111-040 112-246
Weekly Pivots for week ending 30-May-2008
Classic Woodie Camarilla DeMark
R4 120-023 118-227 113-244
R3 117-193 116-077 113-027
R2 115-043 115-043 112-275
R1 113-247 113-247 112-202 113-070
PP 112-213 112-213 112-213 112-125
S1 111-097 111-097 112-058 110-240
S2 110-063 110-063 111-305
S3 107-233 108-267 111-233
S4 105-083 106-117 111-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-150 112-040 2-110 2.1% 0-318 0.9% 48% False False 1,284,063
10 114-150 111-180 2-290 2.6% 0-296 0.8% 58% False False 825,673
20 115-030 111-180 3-170 3.1% 0-285 0.8% 48% False False 441,177
40 116-310 111-180 5-130 4.8% 0-271 0.7% 31% False False 224,014
Crabel Price Patterns
NR True
NR4 True
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 0-053
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-190
2.618 116-053
1.618 115-093
1.000 114-240
0.618 114-133
HIGH 113-280
0.618 113-173
0.500 113-140
0.382 113-107
LOW 113-000
0.618 112-147
1.000 112-040
1.618 111-187
2.618 110-227
4.250 109-090
Fisher Pivots for day following 05-Jun-2008
Pivot 1 day 3 day
R1 113-140 113-215
PP 113-120 113-170
S1 113-100 113-125

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

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