ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 12-Sep-2008
Day Change Summary
Previous Current
11-Sep-2008 12-Sep-2008 Change Change % Previous Week
Open 117-145 117-110 -0-035 -0.1% 116-245
High 118-080 117-235 -0-165 -0.4% 118-080
Low 117-135 116-260 -0-195 -0.5% 115-290
Close 117-205 116-310 -0-215 -0.6% 116-310
Range 0-265 0-295 0-030 11.3% 2-110
ATR 0-295 0-295 0-000 0.0% 0-000
Volume 14,617 16,572 1,955 13.4% 162,760
Daily Pivots for day following 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 119-300 119-120 117-152
R3 119-005 118-145 117-071
R2 118-030 118-030 117-044
R1 117-170 117-170 117-017 117-112
PP 117-055 117-055 117-055 117-026
S1 116-195 116-195 116-283 116-138
S2 116-080 116-080 116-256
S3 115-105 115-220 116-229
S4 114-130 114-245 116-148
Weekly Pivots for week ending 12-Sep-2008
Classic Woodie Camarilla DeMark
R4 124-023 122-277 118-082
R3 121-233 120-167 117-196
R2 119-123 119-123 117-128
R1 118-057 118-057 117-059 118-250
PP 117-013 117-013 117-013 117-110
S1 115-267 115-267 116-241 116-140
S2 114-223 114-223 116-172
S3 112-113 113-157 116-104
S4 110-003 111-047 115-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-080 115-290 2-110 2.0% 1-019 0.9% 45% False False 32,552
10 118-245 115-290 2-275 2.4% 1-011 0.9% 37% False False 217,699
20 118-245 115-210 3-035 2.7% 0-276 0.7% 42% False False 533,619
40 118-245 112-270 5-295 5.1% 0-279 0.7% 70% False False 725,496
60 118-245 111-230 7-015 6.0% 0-288 0.8% 75% False False 820,876
80 118-245 111-010 7-235 6.6% 0-299 0.8% 77% False False 836,574
100 118-245 111-010 7-235 6.6% 0-293 0.8% 77% False False 674,461
120 118-245 111-010 7-235 6.6% 0-275 0.7% 77% False False 562,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-110
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-209
2.618 120-047
1.618 119-072
1.000 118-210
0.618 118-097
HIGH 117-235
0.618 117-122
0.500 117-088
0.382 117-053
LOW 116-260
0.618 116-078
1.000 115-285
1.618 115-103
2.618 114-128
4.250 112-286
Fisher Pivots for day following 12-Sep-2008
Pivot 1 day 3 day
R1 117-088 117-170
PP 117-055 117-110
S1 117-022 117-050

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

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