ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 112-180 111-305 -0-195 -0.5% 111-095
High 112-245 112-210 -0-035 -0.1% 112-245
Low 111-230 111-280 0-050 0.1% 111-050
Close 111-275 112-155 0-200 0.6% 112-155
Range 1-015 0-250 -0-085 -25.4% 1-195
ATR 0-319 0-314 -0-005 -1.4% 0-000
Volume 945,888 989,674 43,786 4.6% 4,532,349
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-218 114-117 112-292
R3 113-288 113-187 112-224
R2 113-038 113-038 112-201
R1 112-257 112-257 112-178 112-308
PP 112-108 112-108 112-108 112-134
S1 112-007 112-007 112-132 112-058
S2 111-178 111-178 112-109
S3 110-248 111-077 112-086
S4 109-318 110-147 112-018
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-308 116-107 113-118
R3 115-113 114-232 112-297
R2 113-238 113-238 112-249
R1 113-037 113-037 112-202 113-138
PP 112-043 112-043 112-043 112-094
S1 111-162 111-162 112-108 111-262
S2 110-168 110-168 112-061
S3 108-293 109-287 112-013
S4 107-098 108-092 111-192
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-245 111-050 1-195 1.4% 0-265 0.7% 83% False False 906,469
10 114-150 111-010 3-140 3.1% 1-008 0.9% 42% False False 1,010,142
20 114-150 111-010 3-140 3.1% 1-002 0.9% 42% False False 965,246
40 115-030 111-010 4-020 3.6% 0-298 0.8% 36% False False 502,983
60 117-190 111-010 6-180 5.8% 0-266 0.7% 22% False False 336,019
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-058
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115-312
2.618 114-224
1.618 113-294
1.000 113-140
0.618 113-044
HIGH 112-210
0.618 112-114
0.500 112-085
0.382 112-056
LOW 111-280
0.618 111-126
1.000 111-030
1.618 110-196
2.618 109-266
4.250 108-178
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 112-132 112-125
PP 112-108 112-095
S1 112-085 112-065

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

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