ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 20-Aug-2008
Day Change Summary
Previous Current
19-Aug-2008 20-Aug-2008 Change Change % Previous Week
Open 116-120 116-105 -0-015 0.0% 115-145
High 116-215 116-270 0-055 0.1% 116-145
Low 116-045 116-030 -0-015 0.0% 114-170
Close 116-085 116-210 0-125 0.3% 116-030
Range 0-170 0-240 0-070 41.2% 1-295
ATR 0-270 0-268 -0-002 -0.8% 0-000
Volume 478,491 777,804 299,313 62.6% 3,879,397
Daily Pivots for day following 20-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-250 118-150 117-022
R3 118-010 117-230 116-276
R2 117-090 117-090 116-254
R1 116-310 116-310 116-232 117-040
PP 116-170 116-170 116-170 116-195
S1 116-070 116-070 116-188 116-120
S2 115-250 115-250 116-166
S3 115-010 115-150 116-144
S4 114-090 114-230 116-078
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
5 116-270 115-060 1-210 1.4% 0-212 0.6% 89% True False 689,227
10 116-270 114-140 2-130 2.1% 0-256 0.7% 92% True False 782,338
20 116-270 113-040 3-230 3.2% 0-269 0.7% 95% True False 856,460
40 116-270 112-025 4-245 4.1% 0-288 0.8% 96% True False 944,312
60 116-270 111-010 5-260 5.0% 0-303 0.8% 97% True False 971,090
80 116-270 111-010 5-260 5.0% 0-295 0.8% 97% True False 742,460
100 116-310 111-010 5-300 5.1% 0-276 0.7% 95% False False 594,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-010
2.618 118-258
1.618 118-018
1.000 117-190
0.618 117-098
HIGH 116-270
0.618 116-178
0.500 116-150
0.382 116-122
LOW 116-030
0.618 115-202
1.000 115-110
1.618 114-282
2.618 114-042
4.250 112-290
Fisher Pivots for day following 20-Aug-2008
Pivot 1 day 3 day
R1 116-190 116-186
PP 116-170 116-162
S1 116-150 116-138

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

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