ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 111-275 112-180 0-225 0.6% 114-070
High 112-190 112-245 0-055 0.2% 114-150
Low 111-205 111-230 0-025 0.1% 111-010
Close 112-130 111-275 -0-175 -0.5% 111-050
Range 0-305 1-015 0-030 9.8% 3-140
ATR 0-317 0-319 0-001 0.4% 0-000
Volume 944,876 945,888 1,012 0.1% 5,569,077
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-082 114-193 112-139
R3 114-067 113-178 112-047
R2 113-052 113-052 112-016
R1 112-163 112-163 111-306 112-100
PP 112-037 112-037 112-037 112-005
S1 111-148 111-148 111-244 111-085
S2 111-022 111-022 111-214
S3 110-007 110-133 111-183
S4 108-312 109-118 111-091
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 122-170 120-090 113-015
R3 119-030 116-270 112-032
R2 115-210 115-210 111-252
R1 113-130 113-130 111-151 112-260
PP 112-070 112-070 112-070 111-295
S1 109-310 109-310 110-269 109-120
S2 108-250 108-250 110-168
S3 105-110 106-170 110-068
S4 101-290 103-030 109-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-245 111-010 1-235 1.6% 0-273 0.8% 48% True False 930,655
10 114-150 111-010 3-140 3.1% 1-038 1.0% 24% False False 1,021,035
20 114-150 111-010 3-140 3.1% 1-007 0.9% 24% False False 923,354
40 115-030 111-010 4-020 3.6% 0-297 0.8% 20% False False 478,360
60 117-190 111-010 6-180 5.9% 0-264 0.7% 13% False False 319,525
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-069
2.618 115-162
1.618 114-147
1.000 113-260
0.618 113-132
HIGH 112-245
0.618 112-117
0.500 112-078
0.382 112-038
LOW 111-230
0.618 111-023
1.000 110-215
1.618 110-008
2.618 108-313
4.250 107-086
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 112-078 111-310
PP 112-037 111-298
S1 111-316 111-287

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

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