ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 19-Aug-2008

Day Change Summary
	Previous	Current
	18-Aug-2008	19-Aug-2008	Change	Change %	Previous Week
Open	116-065	116-120	0-055	0.1%	115-145
High	116-155	116-215	0-060	0.2%	116-145
Low	116-005	116-045	0-040	0.1%	114-170
Close	116-125	116-085	-0-040	-0.1%	116-030
Range	0-150	0-170	0-020	13.3%	1-295
ATR	0-277	0-270	-0-008	-2.8%	0-000
Volume	597,848	478,491	-119,357	-20.0%	3,879,397

Daily Pivots for day following 19-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-305	117-205	116-178
R3	117-135	117-035	116-132
R2	116-285	116-285	116-116
R1	116-185	116-185	116-101	116-150
PP	116-115	116-115	116-115	116-098
S1	116-015	116-015	116-069	115-300
S2	115-265	115-265	116-054
S3	115-095	115-165	116-038
S4	114-245	114-315	115-312

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-147	120-223	117-048
R3	119-172	118-248	116-199
R2	117-197	117-197	116-143
R1	116-273	116-273	116-086	117-075
PP	115-222	115-222	115-222	115-282
S1	114-298	114-298	115-294	115-100
S2	113-247	113-247	115-237
S3	111-272	113-003	115-181
S4	109-297	111-028	115-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-215	115-060	1-155	1.3%	0-213	0.6%	73%	True	False	694,767
10	116-215	114-020	2-195	2.2%	0-259	0.7%	84%	True	False	772,677
20	116-215	112-270	3-265	3.3%	0-266	0.7%	89%	True	False	861,702
40	116-215	112-025	4-190	4.0%	0-290	0.8%	91%	True	False	941,241
60	116-215	111-010	5-205	4.9%	0-303	0.8%	93%	True	False	960,999
80	116-215	111-010	5-205	4.9%	0-294	0.8%	93%	True	False	732,778
100	117-190	111-010	6-180	5.6%	0-275	0.7%	80%	False	False	586,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-298
2.618	118-020
1.618	117-170
1.000	117-065
0.618	117-000
HIGH	116-215
0.618	116-150
0.500	116-130
0.382	116-110
LOW	116-045
0.618	115-260
1.000	115-195
1.618	115-090
2.618	114-240
4.250	113-282

Fisher Pivots for day following 19-Aug-2008
Pivot	1 day	3 day
R1	116-130	116-074
PP	116-115	116-063
S1	116-100	116-052

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