ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 30-Jun-2008
Day Change Summary
Previous Current
27-Jun-2008 30-Jun-2008 Change Change % Previous Week
Open 113-205 113-290 0-085 0.2% 112-070
High 114-065 114-055 -0-010 0.0% 114-065
Low 113-165 113-185 0-020 0.1% 112-025
Close 113-265 113-295 0-030 0.1% 113-265
Range 0-220 0-190 -0-030 -13.6% 2-040
ATR 0-304 0-296 -0-008 -2.7% 0-000
Volume 1,056,912 963,868 -93,044 -8.8% 4,355,163
Daily Pivots for day following 30-Jun-2008
Classic Woodie Camarilla DeMark
R4 115-215 115-125 114-080
R3 115-025 114-255 114-027
R2 114-155 114-155 114-010
R1 114-065 114-065 113-312 114-110
PP 113-285 113-285 113-285 113-308
S1 113-195 113-195 113-278 113-240
S2 113-095 113-095 113-260
S3 112-225 113-005 113-243
S4 112-035 112-135 113-190
Weekly Pivots for week ending 27-Jun-2008
Classic Woodie Camarilla DeMark
R4 119-238 118-292 114-319
R3 117-198 116-252 114-132
R2 115-158 115-158 114-070
R1 114-212 114-212 114-007 115-025
PP 113-118 113-118 113-118 113-185
S1 112-172 112-172 113-203 112-305
S2 111-078 111-078 113-140
S3 109-038 110-132 113-078
S4 106-318 108-092 112-211
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-065 112-025 2-040 1.9% 0-286 0.8% 87% False False 892,364
10 114-065 111-055 3-010 2.7% 0-274 0.8% 91% False False 884,497
20 114-150 111-010 3-140 3.0% 1-002 0.9% 84% False False 1,045,894
40 115-030 111-010 4-020 3.6% 0-298 0.8% 71% False False 634,830
60 116-310 111-010 5-300 5.2% 0-282 0.8% 49% False False 424,669
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116-222
2.618 115-232
1.618 115-042
1.000 114-245
0.618 114-172
HIGH 114-055
0.618 113-302
0.500 113-280
0.382 113-258
LOW 113-185
0.618 113-068
1.000 112-315
1.618 112-198
2.618 112-008
4.250 111-018
Fisher Pivots for day following 30-Jun-2008
Pivot 1 day 3 day
R1 113-290 113-242
PP 113-285 113-190
S1 113-280 113-138

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

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