ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 09-Sep-2008
Day Change Summary
Previous Current
08-Sep-2008 09-Sep-2008 Change Change % Previous Week
Open 116-245 117-080 0-155 0.4% 116-210
High 117-170 118-015 0-165 0.4% 118-245
Low 115-290 117-010 1-040 1.0% 116-060
Close 117-130 117-275 0-145 0.4% 117-195
Range 1-200 1-005 -0-195 -37.5% 2-185
ATR 0-296 0-298 0-002 0.7% 0-000
Volume 78,094 32,474 -45,620 -58.4% 810,064
Daily Pivots for day following 09-Sep-2008
Classic Woodie Camarilla DeMark
R4 120-222 120-093 118-134
R3 119-217 119-088 118-044
R2 118-212 118-212 118-015
R1 118-083 118-083 117-305 118-148
PP 117-207 117-207 117-207 117-239
S1 117-078 117-078 117-245 117-142
S2 116-202 116-202 117-215
S3 115-197 116-073 117-186
S4 114-192 115-068 117-096
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 125-082 124-003 119-009
R3 122-217 121-138 118-102
R2 120-032 120-032 118-026
R1 118-273 118-273 117-271 119-152
PP 117-167 117-167 117-167 117-266
S1 116-088 116-088 117-119 116-288
S2 114-302 114-302 117-044
S3 112-117 113-223 116-288
S4 109-252 111-038 116-061
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-245 115-290 2-275 2.4% 1-030 0.9% 68% False False 115,689
10 118-245 115-290 2-275 2.4% 0-305 0.8% 68% False False 545,800
20 118-245 114-265 3-300 3.3% 0-274 0.7% 77% False False 644,346
40 118-245 112-270 5-295 5.0% 0-286 0.8% 85% False False 814,220
60 118-245 111-050 7-195 6.5% 0-287 0.8% 88% False False 863,286
80 118-245 111-010 7-235 6.6% 0-296 0.8% 88% False False 838,650
100 118-245 111-010 7-235 6.6% 0-292 0.8% 88% False False 674,068
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 0-103
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-116
2.618 120-226
1.618 119-221
1.000 119-020
0.618 118-216
HIGH 118-015
0.618 117-211
0.500 117-172
0.382 117-134
LOW 117-010
0.618 116-129
1.000 116-005
1.618 115-124
2.618 114-119
4.250 112-229
Fisher Pivots for day following 09-Sep-2008
Pivot 1 day 3 day
R1 117-241 117-219
PP 117-207 117-163
S1 117-172 117-108

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

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