ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 18-Sep-2008

Day Change Summary
	Previous	Current
	17-Sep-2008	18-Sep-2008	Change	Change %	Previous Week
Open	118-235	120-025	1-110	1.1%	116-245
High	120-130	120-060	-0-070	-0.2%	118-080
Low	118-160	118-295	0-135	0.4%	115-290
Close	119-315	119-300	-0-015	0.0%	116-310
Range	1-290	1-085	-0-205	-33.6%	2-110
ATR	1-047	1-050	0-003	0.7%	0-000
Volume	19,159	16,957	-2,202	-11.5%	162,760

Daily Pivots for day following 18-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-153	122-312	120-203
R3	122-068	121-227	120-091
R2	120-303	120-303	120-054
R1	120-142	120-142	120-017	120-020
PP	119-218	119-218	119-218	119-158
S1	119-057	119-057	119-263	118-255
S2	118-133	118-133	119-226
S3	117-048	117-292	119-189
S4	115-283	116-207	119-077

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	120-165	116-260	3-225	3.1%	1-145	1.2%	84%	False	False	20,457
10	120-165	115-290	4-195	3.8%	1-102	1.1%	87%	False	False	35,482
20	120-165	115-245	4-240	4.0%	1-017	0.9%	88%	False	False	405,902
40	120-165	113-040	7-125	6.2%	0-303	0.8%	92%	False	False	631,181
60	120-165	112-025	8-140	7.0%	0-304	0.8%	93%	False	False	764,842
80	120-165	111-010	9-155	7.9%	0-311	0.8%	94%	False	False	829,793
100	120-165	111-010	9-155	7.9%	0-303	0.8%	94%	False	False	675,148
120	120-165	111-010	9-155	7.9%	0-287	0.7%	94%	False	False	563,032

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-114
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	125-181
2.618	123-160
1.618	122-075
1.000	121-145
0.618	120-310
HIGH	120-060
0.618	119-225
0.500	119-178
0.382	119-130
LOW	118-295
0.618	118-045
1.000	117-210
1.618	116-280
2.618	115-195
4.250	113-174

Fisher Pivots for day following 18-Sep-2008
Pivot	1 day	3 day
R1	119-259	119-254
PP	119-218	119-208
S1	119-178	119-162

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols