ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 23-Jul-2008
Day Change Summary
Previous Current
22-Jul-2008 23-Jul-2008 Change Change % Previous Week
Open 112-200 111-270 -0-250 -0.7% 112-250
High 112-310 111-310 -1-000 -0.9% 114-240
Low 112-000 111-180 -0-140 -0.4% 112-090
Close 112-060 111-230 -0-150 -0.4% 112-110
Range 0-310 0-130 -0-180 -58.1% 2-150
ATR 0-261 0-257 -0-004 -1.7% 0-000
Volume 46 1,461 1,415 3,076.1% 3,571
Daily Pivots for day following 23-Jul-2008
Classic Woodie Camarilla DeMark
R4 112-310 112-240 111-302
R3 112-180 112-110 111-266
R2 112-050 112-050 111-254
R1 111-300 111-300 111-242 111-270
PP 111-240 111-240 111-240 111-225
S1 111-170 111-170 111-218 111-140
S2 111-110 111-110 111-206
S3 110-300 111-040 111-194
S4 110-170 110-230 111-158
Weekly Pivots for week ending 18-Jul-2008
Classic Woodie Camarilla DeMark
R4 120-170 118-290 113-224
R3 118-020 116-140 113-007
R2 115-190 115-190 112-255
R1 113-310 113-310 112-182 113-175
PP 113-040 113-040 113-040 112-292
S1 111-160 111-160 112-038 111-025
S2 110-210 110-210 111-285
S3 108-060 109-010 111-213
S4 105-230 106-180 110-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-200 111-180 2-020 1.8% 0-252 0.7% 8% False True 715
10 114-240 111-180 3-060 2.9% 0-295 0.8% 5% False True 790
20 114-240 110-300 3-260 3.4% 0-246 0.7% 20% False False 554
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-055
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 113-222
2.618 113-010
1.618 112-200
1.000 112-120
0.618 112-070
HIGH 111-310
0.618 111-260
0.500 111-245
0.382 111-230
LOW 111-180
0.618 111-100
1.000 111-050
1.618 110-290
2.618 110-160
4.250 109-268
Fisher Pivots for day following 23-Jul-2008
Pivot 1 day 3 day
R1 111-245 112-085
PP 111-240 112-027
S1 111-235 111-288

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

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