ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 24-Jul-2008

Day Change Summary
	Previous	Current
	23-Jul-2008	24-Jul-2008	Change	Change %	Previous Week
Open	113-125	113-075	-0-050	-0.1%	114-050
High	113-135	114-095	0-280	0.8%	116-020
Low	112-270	113-040	0-090	0.2%	113-140
Close	113-005	114-050	1-045	1.0%	113-195
Range	0-185	1-055	0-190	102.7%	2-200
ATR	0-310	0-318	0-007	2.3%	0-000
Volume	882,641	965,203	82,562	9.4%	6,162,104

Daily Pivots for day following 24-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-120	116-300	114-256
R3	116-065	115-245	114-153
R2	115-010	115-010	114-119
R1	114-190	114-190	114-084	114-260
PP	113-275	113-275	113-275	113-310
S1	113-135	113-135	114-016	113-205
S2	112-220	112-220	113-301
S3	111-165	112-080	113-267
S4	110-110	111-025	113-164

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-078	120-177	115-017
R3	119-198	117-297	114-106
R2	116-318	116-318	114-029
R1	115-097	115-097	113-272	114-268
PP	114-118	114-118	114-118	114-044
S1	112-217	112-217	113-118	112-068
S2	111-238	111-238	113-041
S3	109-038	110-017	112-284
S4	106-158	107-137	112-053

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-145	112-270	1-195	1.4%	0-290	0.8%	82%	False	False	964,700
10	116-020	112-270	3-070	2.8%	1-039	1.0%	41%	False	False	1,089,142
20	116-020	112-210	3-130	3.0%	0-310	0.8%	44%	False	False	1,037,287
40	116-020	111-010	5-010	4.4%	0-319	0.9%	62%	False	False	1,039,029
60	116-020	111-010	5-010	4.4%	0-304	0.8%	62%	False	False	720,410
80	116-310	111-010	5-300	5.2%	0-282	0.8%	53%	False	False	541,023

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	0-064
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-089
2.618	117-117
1.618	116-062
1.000	115-150
0.618	115-007
HIGH	114-095
0.618	113-272
0.500	113-228
0.382	113-183
LOW	113-040
0.618	112-128
1.000	111-305
1.618	111-073
2.618	110-018
4.250	108-046

Fisher Pivots for day following 24-Jul-2008
Pivot	1 day	3 day
R1	114-002	113-308
PP	113-275	113-245
S1	113-228	113-182

Download as Excel Spreadsheet

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

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