ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 26-Aug-2008

Day Change Summary
	Previous	Current
	25-Aug-2008	26-Aug-2008	Change	Change %	Previous Week
Open	116-010	116-280	0-270	0.7%	116-065
High	117-015	117-005	-0-010	0.0%	116-275
Low	115-305	116-165	0-180	0.5%	115-245
Close	116-260	116-250	-0-010	0.0%	116-005
Range	1-030	0-160	-0-190	-54.3%	1-030
ATR	0-269	0-261	-0-008	-2.9%	0-000
Volume	852,555	910,191	57,636	6.8%	3,523,734

Daily Pivots for day following 26-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-087	118-008	117-018
R3	117-247	117-168	116-294
R2	117-087	117-087	116-279
R1	117-008	117-008	116-265	116-288
PP	116-247	116-247	116-247	116-226
S1	116-168	116-168	116-235	116-128
S2	116-087	116-087	116-221
S3	115-247	116-008	116-206
S4	115-087	115-168	116-162

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-158	118-272	116-198
R3	118-128	117-242	116-101
R2	117-098	117-098	116-069
R1	116-212	116-212	116-037	116-140
PP	116-068	116-068	116-068	116-032
S1	115-182	115-182	115-293	115-110
S2	115-038	115-038	115-261
S3	114-008	114-152	115-229
S4	112-298	113-122	115-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-015	115-245	1-090	1.1%	0-242	0.6%	79%	False	False	842,028
10	117-015	115-060	1-275	1.6%	0-228	0.6%	86%	False	False	768,398
20	117-015	113-160	3-175	3.0%	0-251	0.7%	93%	False	False	834,921
40	117-015	112-270	4-065	3.6%	0-285	0.8%	94%	False	False	934,949
60	117-015	111-010	6-005	5.2%	0-297	0.8%	96%	False	False	971,931
80	117-015	111-010	6-005	5.2%	0-292	0.8%	96%	False	False	784,890
100	117-015	111-010	6-005	5.2%	0-283	0.8%	96%	False	False	628,781

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	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-060
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	119-045
2.618	118-104
1.618	117-264
1.000	117-165
0.618	117-104
HIGH	117-005
0.618	116-264
0.500	116-245
0.382	116-226
LOW	116-165
0.618	116-066
1.000	116-005
1.618	115-226
2.618	115-066
4.250	114-125

Fisher Pivots for day following 26-Aug-2008
Pivot	1 day	3 day
R1	116-248	116-210
PP	116-247	116-170
S1	116-245	116-130

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