ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 110-180 111-290 1-110 1.2% 110-160
High 110-180 111-290 1-110 1.2% 111-290
Low 110-180 111-060 0-200 0.6% 110-030
Close 110-190 111-070 0-200 0.6% 111-070
Range 0-000 0-230 0-230 1-260
ATR 0-000 0-209 0-209 0-000
Volume 0 4 4 12
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 113-190 113-040 111-196
R3 112-280 112-130 111-133
R2 112-050 112-050 111-112
R1 111-220 111-220 111-091 111-180
PP 111-140 111-140 111-140 111-120
S1 110-310 110-310 111-049 110-270
S2 110-230 110-230 111-028
S3 110-000 110-080 111-007
S4 109-090 109-170 110-264
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 116-163 115-217 112-069
R3 114-223 113-277 111-230
R2 112-283 112-283 111-176
R1 112-017 112-017 111-123 112-150
PP 111-023 111-023 111-023 111-090
S1 110-077 110-077 111-017 110-210
S2 109-083 109-083 110-284
S3 107-143 108-137 110-230
S4 105-203 106-197 110-071
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111-290 110-030 1-260 1.6% 0-102 0.3% 62% True False 2
10 111-310 109-270 2-040 1.9% 0-100 0.3% 65% False False 6
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 114-308
2.618 113-252
1.618 113-022
1.000 112-200
0.618 112-112
HIGH 111-290
0.618 111-202
0.500 111-175
0.382 111-148
LOW 111-060
0.618 110-238
1.000 110-150
1.618 110-008
2.618 109-098
4.250 108-042
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 111-175 111-075
PP 111-140 111-073
S1 111-105 111-072

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

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