ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 17-Jun-2008
Day Change Summary
Previous Current
16-Jun-2008 17-Jun-2008 Change Change % Previous Week
Open 110-160 110-030 -0-130 -0.4% 111-310
High 110-160 110-190 0-030 0.1% 111-310
Low 110-060 110-030 -0-030 -0.1% 109-270
Close 110-030 110-150 0-120 0.3% 109-270
Range 0-100 0-160 0-060 60.0% 2-040
ATR
Volume 0 6 6 49
Daily Pivots for day following 17-Jun-2008
Classic Woodie Camarilla DeMark
R4 111-283 111-217 110-238
R3 111-123 111-057 110-194
R2 110-283 110-283 110-179
R1 110-217 110-217 110-165 110-250
PP 110-123 110-123 110-123 110-140
S1 110-057 110-057 110-135 110-090
S2 109-283 109-283 110-121
S3 109-123 109-217 110-106
S4 108-283 109-057 110-062
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-297 115-163 111-004
R3 114-257 113-123 110-137
R2 112-217 112-217 110-075
R1 111-083 111-083 110-012 110-290
PP 110-177 110-177 110-177 110-120
S1 109-043 109-043 109-208 108-250
S2 108-137 108-137 109-145
S3 106-097 107-003 109-083
S4 104-057 104-283 108-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-150 109-270 1-200 1.5% 0-150 0.4% 38% False False 5
10 112-210 109-270 2-260 2.5% 0-075 0.2% 22% False False 549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112-230
2.618 111-289
1.618 111-129
1.000 111-030
0.618 110-289
HIGH 110-190
0.618 110-129
0.500 110-110
0.382 110-091
LOW 110-030
0.618 109-251
1.000 109-190
1.618 109-091
2.618 108-251
4.250 107-310
Fisher Pivots for day following 17-Jun-2008
Pivot 1 day 3 day
R1 110-137 110-123
PP 110-123 110-097
S1 110-110 110-070

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

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