ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 117-080 117-260 0-180 0.5% 116-210
High 118-015 118-015 0-000 0.0% 118-245
Low 117-010 117-045 0-035 0.1% 116-060
Close 117-275 117-155 -0-120 -0.3% 117-195
Range 1-005 0-290 -0-035 -10.8% 2-185
ATR 0-298 0-297 -0-001 -0.2% 0-000
Volume 32,474 21,003 -11,471 -35.3% 810,064
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 120-088 119-252 117-314
R3 119-118 118-282 117-235
R2 118-148 118-148 117-208
R1 117-312 117-312 117-182 117-245
PP 117-178 117-178 117-178 117-145
S1 117-022 117-022 117-128 116-275
S2 116-208 116-208 117-102
S3 115-238 116-052 117-075
S4 114-268 115-082 116-316
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% 1-054 1.0% 55% False False 73,741
10 118-245 115-290 2-275 2.4% 0-318 0.8% 55% False False 456,881
20 118-245 115-060 3-185 3.0% 0-273 0.7% 64% False False 612,639
40 118-245 112-270 5-295 5.0% 0-284 0.8% 78% False False 784,017
60 118-245 111-055 7-190 6.5% 0-289 0.8% 83% False False 846,862
80 118-245 111-010 7-235 6.6% 0-298 0.8% 83% False False 838,433
100 118-245 111-010 7-235 6.6% 0-292 0.8% 83% False False 674,213
Crabel Price Patterns
NR True
NR4 True
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 0-106
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-288
2.618 120-134
1.618 119-164
1.000 118-305
0.618 118-194
HIGH 118-015
0.618 117-224
0.500 117-190
0.382 117-156
LOW 117-045
0.618 116-186
1.000 116-075
1.618 115-216
2.618 114-246
4.250 113-092
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 117-190 117-101
PP 117-178 117-047
S1 117-167 116-312

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

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