ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 09-Jul-2008
Day Change Summary
Previous Current
08-Jul-2008 09-Jul-2008 Change Change % Previous Week
Open 113-270 114-000 0-050 0.1% 112-120
High 114-040 114-160 0-120 0.3% 113-090
Low 113-190 113-210 0-020 0.1% 112-120
Close 114-000 114-090 0-090 0.2% 113-040
Range 0-170 0-270 0-100 58.8% 0-290
ATR 0-203 0-208 0-005 2.4% 0-000
Volume 125 1,785 1,660 1,328.0% 566
Daily Pivots for day following 09-Jul-2008
Classic Woodie Camarilla DeMark
R4 116-217 116-103 114-238
R3 115-267 115-153 114-164
R2 114-317 114-317 114-140
R1 114-203 114-203 114-115 114-260
PP 114-047 114-047 114-047 114-075
S1 113-253 113-253 114-065 113-310
S2 113-097 113-097 114-040
S3 112-147 112-303 114-016
S4 111-197 112-033 113-262
Weekly Pivots for week ending 04-Jul-2008
Classic Woodie Camarilla DeMark
R4 115-207 115-093 113-200
R3 114-237 114-123 113-120
R2 113-267 113-267 113-093
R1 113-153 113-153 113-067 113-210
PP 112-297 112-297 112-297 113-005
S1 112-183 112-183 113-013 112-240
S2 112-007 112-007 112-307
S3 111-037 111-213 112-280
S4 110-067 110-243 112-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-160 112-150 2-010 1.8% 0-220 0.6% 89% True False 498
10 114-160 110-300 3-180 3.1% 0-196 0.5% 94% True False 318
20 114-160 109-270 4-210 4.1% 0-164 0.4% 95% True False 161
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 0-067
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-028
2.618 116-227
1.618 115-277
1.000 115-110
0.618 115-007
HIGH 114-160
0.618 114-057
0.500 114-025
0.382 113-313
LOW 113-210
0.618 113-043
1.000 112-260
1.618 112-093
2.618 111-143
4.250 110-022
Fisher Pivots for day following 09-Jul-2008
Pivot 1 day 3 day
R1 114-068 114-037
PP 114-047 113-303
S1 114-025 113-250

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

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