ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 14-Jul-2008
Day Change Summary
Previous Current
11-Jul-2008 14-Jul-2008 Change Change % Previous Week
Open 114-060 112-250 -1-130 -1.2% 113-200
High 114-170 114-040 -0-130 -0.4% 114-200
Low 113-000 112-200 -0-120 -0.3% 113-000
Close 113-060 113-240 0-180 0.5% 113-060
Range 1-170 1-160 -0-010 -2.0% 1-200
ATR 0-223 0-242 0-018 8.2% 0-000
Volume 2,278 1,193 -1,085 -47.6% 4,550
Daily Pivots for day following 14-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-000 117-120 114-184
R3 116-160 115-280 114-052
R2 115-000 115-000 114-008
R1 114-120 114-120 113-284 114-220
PP 113-160 113-160 113-160 113-210
S1 112-280 112-280 113-196 113-060
S2 112-000 112-000 113-152
S3 110-160 111-120 113-108
S4 109-000 109-280 112-296
Weekly Pivots for week ending 11-Jul-2008
Classic Woodie Camarilla DeMark
R4 118-153 117-147 114-026
R3 116-273 115-267 113-203
R2 115-073 115-073 113-155
R1 114-067 114-067 113-108 113-290
PP 113-193 113-193 113-193 113-145
S1 112-187 112-187 113-012 112-090
S2 111-313 111-313 112-285
S3 110-113 110-307 112-237
S4 108-233 109-107 112-094
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-200 112-200 2-000 1.8% 0-310 0.9% 56% False True 1,144
10 114-200 112-120 2-080 2.0% 0-249 0.7% 61% False False 630
20 114-200 110-030 4-170 4.0% 0-194 0.5% 81% False False 350
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 True
Bull Hook False
Stretch 0-075
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-160
2.618 118-017
1.618 116-177
1.000 115-200
0.618 115-017
HIGH 114-040
0.618 113-177
0.500 113-120
0.382 113-063
LOW 112-200
0.618 111-223
1.000 111-040
1.618 110-063
2.618 108-223
4.250 106-080
Fisher Pivots for day following 14-Jul-2008
Pivot 1 day 3 day
R1 113-200 113-227
PP 113-160 113-213
S1 113-120 113-200

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

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