ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 27-Aug-2008
Day Change Summary
Previous Current
26-Aug-2008 27-Aug-2008 Change Change % Previous Week
Open 116-280 116-260 -0-020 -0.1% 116-065
High 117-005 117-035 0-030 0.1% 116-275
Low 116-165 116-095 -0-070 -0.2% 115-245
Close 116-250 116-315 0-065 0.2% 116-005
Range 0-160 0-260 0-100 62.5% 1-030
ATR 0-261 0-261 0-000 0.0% 0-000
Volume 910,191 975,012 64,821 7.1% 3,523,734
Daily Pivots for day following 27-Aug-2008
Classic Woodie Camarilla DeMark
R4 119-075 118-295 117-138
R3 118-135 118-035 117-066
R2 117-195 117-195 117-043
R1 117-095 117-095 117-019 117-145
PP 116-255 116-255 116-255 116-280
S1 116-155 116-155 116-291 116-205
S2 115-315 115-315 116-267
S3 115-055 115-215 116-244
S4 114-115 114-275 116-172
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
5 117-035 115-245 1-110 1.1% 0-246 0.7% 91% True False 881,469
10 117-035 115-060 1-295 1.6% 0-229 0.6% 93% True False 785,348
20 117-035 113-310 3-045 2.7% 0-250 0.7% 96% True False 841,105
40 117-035 112-270 4-085 3.6% 0-284 0.8% 97% True False 936,786
60 117-035 111-010 6-025 5.2% 0-294 0.8% 98% True False 967,427
80 117-035 111-010 6-025 5.2% 0-292 0.8% 98% True False 796,905
100 117-035 111-010 6-025 5.2% 0-283 0.8% 98% True False 638,531
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 True
Bear Hook False
Bull Hook False
Stretch 0-063
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-180
2.618 119-076
1.618 118-136
1.000 117-295
0.618 117-196
HIGH 117-035
0.618 116-256
0.500 116-225
0.382 116-194
LOW 116-095
0.618 115-254
1.000 115-155
1.618 114-314
2.618 114-054
4.250 112-270
Fisher Pivots for day following 27-Aug-2008
Pivot 1 day 3 day
R1 116-285 116-267
PP 116-255 116-218
S1 116-225 116-170

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

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