ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 26-Jun-2008
Day Change Summary
Previous Current
25-Jun-2008 26-Jun-2008 Change Change % Previous Week
Open 111-170 112-150 0-300 0.8% 110-160
High 111-210 112-160 0-270 0.8% 111-290
Low 110-300 111-260 0-280 0.8% 110-030
Close 111-170 112-130 0-280 0.8% 111-070
Range 0-230 0-220 -0-010 -4.3% 1-260
ATR 0-205 0-213 0-007 3.6% 0-000
Volume 605 53 -552 -91.2% 12
Daily Pivots for day following 26-Jun-2008
Classic Woodie Camarilla DeMark
R4 114-097 114-013 112-251
R3 113-197 113-113 112-190
R2 112-297 112-297 112-170
R1 112-213 112-213 112-150 112-145
PP 112-077 112-077 112-077 112-042
S1 111-313 111-313 112-110 111-245
S2 111-177 111-177 112-090
S3 110-277 111-093 112-070
S4 110-057 110-193 112-009
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
5 112-160 110-290 1-190 1.4% 0-198 0.6% 94% True False 134
10 112-160 109-270 2-210 2.4% 0-127 0.4% 96% True False 69
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115-135
2.618 114-096
1.618 113-196
1.000 113-060
0.618 112-296
HIGH 112-160
0.618 112-076
0.500 112-050
0.382 112-024
LOW 111-260
0.618 111-124
1.000 111-040
1.618 110-224
2.618 110-004
4.250 108-285
Fisher Pivots for day following 26-Jun-2008
Pivot 1 day 3 day
R1 112-103 112-057
PP 112-077 111-303
S1 112-050 111-230

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

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