ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 25-Jun-2008
Day Change Summary
Previous Current
24-Jun-2008 25-Jun-2008 Change Change % Previous Week
Open 111-010 111-170 0-160 0.5% 110-160
High 111-210 111-210 0-000 0.0% 111-290
Low 111-010 110-300 -0-030 -0.1% 110-030
Close 111-190 111-170 -0-020 -0.1% 111-070
Range 0-200 0-230 0-030 15.0% 1-260
ATR 0-204 0-205 0-002 0.9% 0-000
Volume 8 605 597 7,462.5% 12
Daily Pivots for day following 25-Jun-2008
Classic Woodie Camarilla DeMark
R4 113-170 113-080 111-296
R3 112-260 112-170 111-233
R2 112-030 112-030 111-212
R1 111-260 111-260 111-191 111-285
PP 111-120 111-120 111-120 111-132
S1 111-030 111-030 111-149 111-055
S2 110-210 110-210 111-128
S3 109-300 110-120 111-107
S4 109-070 109-210 111-044
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
5 111-290 110-180 1-110 1.2% 0-154 0.4% 72% False False 124
10 111-290 109-270 2-020 1.8% 0-145 0.4% 82% False False 65
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 0-005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114-228
2.618 113-172
1.618 112-262
1.000 112-120
0.618 112-032
HIGH 111-210
0.618 111-122
0.500 111-095
0.382 111-068
LOW 110-300
0.618 110-158
1.000 110-070
1.618 109-248
2.618 109-018
4.250 107-282
Fisher Pivots for day following 25-Jun-2008
Pivot 1 day 3 day
R1 111-145 111-143
PP 111-120 111-117
S1 111-095 111-090

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

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