ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 03-Sep-2008
Day Change Summary
Previous Current
02-Sep-2008 03-Sep-2008 Change Change % Previous Week
Open 116-210 117-120 0-230 0.6% 116-010
High 117-145 117-240 0-095 0.3% 117-065
Low 116-060 117-070 1-010 0.9% 115-305
Close 117-125 117-220 0-095 0.3% 116-220
Range 1-085 0-170 -0-235 -58.0% 1-080
ATR 0-268 0-261 -0-007 -2.6% 0-000
Volume 342,186 230,740 -111,446 -32.6% 5,389,923
Daily Pivots for day following 03-Sep-2008
Classic Woodie Camarilla DeMark
R4 119-047 118-303 117-314
R3 118-197 118-133 117-267
R2 118-027 118-027 117-251
R1 117-283 117-283 117-236 117-315
PP 117-177 117-177 117-177 117-192
S1 117-113 117-113 117-204 117-145
S2 117-007 117-007 117-189
S3 116-157 116-263 117-173
S4 115-307 116-093 117-126
Weekly Pivots for week ending 29-Aug-2008
Classic Woodie Camarilla DeMark
R4 120-117 119-248 117-120
R3 119-037 118-168 117-010
R2 117-277 117-277 116-293
R1 117-088 117-088 116-257 117-182
PP 116-197 116-197 116-197 116-244
S1 116-008 116-008 116-183 116-102
S2 115-117 115-117 116-147
S3 114-037 114-248 116-110
S4 112-277 113-168 116-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-240 116-060 1-180 1.3% 0-262 0.7% 96% True False 840,020
10 117-240 115-245 1-315 1.7% 0-252 0.7% 97% True False 841,024
20 117-240 114-020 3-220 3.1% 0-256 0.7% 98% True False 806,850
40 117-240 112-270 4-290 4.2% 0-284 0.8% 99% True False 914,837
60 117-240 111-010 6-230 5.7% 0-285 0.8% 99% True False 929,424
80 117-240 111-010 6-230 5.7% 0-294 0.8% 99% True False 836,323
100 117-240 111-010 6-230 5.7% 0-288 0.8% 99% True False 670,773
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-065
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-002
2.618 119-045
1.618 118-195
1.000 118-090
0.618 118-025
HIGH 117-240
0.618 117-175
0.500 117-155
0.382 117-135
LOW 117-070
0.618 116-285
1.000 116-220
1.618 116-115
2.618 115-265
4.250 114-308
Fisher Pivots for day following 03-Sep-2008
Pivot 1 day 3 day
R1 117-198 117-143
PP 117-177 117-067
S1 117-155 116-310

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

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