ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 10-Jun-2008
Day Change Summary
Previous Current
09-Jun-2008 10-Jun-2008 Change Change % Previous Week
Open 114-070 113-030 -1-040 -1.0% 112-090
High 114-150 113-080 -1-070 -1.1% 114-150
Low 112-300 112-050 -0-250 -0.7% 112-080
Close 113-090 112-100 -0-310 -0.9% 114-000
Range 1-170 1-030 -0-140 -28.6% 2-070
ATR 1-003 1-005 0-003 0.8% 0-000
Volume 1,253,052 1,156,379 -96,673 -7.7% 6,428,952
Daily Pivots for day following 10-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-273 115-057 112-292
R3 114-243 114-027 112-196
R2 113-213 113-213 112-164
R1 112-317 112-317 112-132 112-250
PP 112-183 112-183 112-183 112-150
S1 111-287 111-287 112-068 111-220
S2 111-153 111-153 112-036
S3 110-123 110-257 112-004
S4 109-093 109-227 111-228
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 120-073 119-107 115-070
R3 118-003 117-037 114-195
R2 115-253 115-253 114-130
R1 114-287 114-287 114-065 115-110
PP 113-183 113-183 113-183 113-255
S1 112-217 112-217 113-255 113-040
S2 111-113 111-113 113-190
S3 109-043 110-147 113-125
S4 106-293 108-077 112-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-150 112-050 2-100 2.1% 1-074 1.1% 7% False True 1,332,321
10 114-150 111-180 2-290 2.6% 1-051 1.0% 26% False False 1,128,875
20 114-210 111-180 3-030 2.8% 0-316 0.9% 24% False False 614,443
40 115-290 111-180 4-110 3.9% 0-292 0.8% 17% False False 311,678
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 0-072
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-288
2.618 116-036
1.618 115-006
1.000 114-110
0.618 113-296
HIGH 113-080
0.618 112-266
0.500 112-225
0.382 112-184
LOW 112-050
0.618 111-154
1.000 111-020
1.618 110-124
2.618 109-094
4.250 107-162
Fisher Pivots for day following 10-Jun-2008
Pivot 1 day 3 day
R1 112-225 113-100
PP 112-183 112-313
S1 112-142 112-207

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

View Archives - Comment on this page... - Back to Index of Symbols