ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 06-Aug-2008

Day Change Summary
	Previous	Current
	05-Aug-2008	06-Aug-2008	Change	Change %	Previous Week
Open	113-220	113-150	-0-070	-0.2%	112-100
High	113-230	113-200	-0-030	-0.1%	114-020
Low	113-100	112-270	-0-150	-0.4%	112-070
Close	113-150	113-080	-0-070	-0.2%	113-250
Range	0-130	0-250	0-120	92.3%	1-270
ATR	0-255	0-254	0-000	-0.1%	0-000
Volume	25,386	13,148	-12,238	-48.2%	28,387

Daily Pivots for day following 06-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-187	115-063	113-218
R3	114-257	114-133	113-149
R2	114-007	114-007	113-126
R1	113-203	113-203	113-103	113-140
PP	113-077	113-077	113-077	113-045
S1	112-273	112-273	113-057	112-210
S2	112-147	112-147	113-034
S3	111-217	112-023	113-011
S4	110-287	111-093	112-262

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-283	118-057	114-254
R3	117-013	116-107	114-092
R2	115-063	115-063	114-038
R1	114-157	114-157	113-304	114-270
PP	113-113	113-113	113-113	113-170
S1	112-207	112-207	113-196	113-000
S2	111-163	111-163	113-142
S3	109-213	110-257	113-088
S4	107-263	108-307	112-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-020	112-250	1-090	1.1%	0-222	0.6%	37%	False	False	12,682
10	114-020	112-010	2-010	1.8%	0-250	0.7%	60%	False	False	8,816
20	114-240	111-180	3-060	2.8%	0-272	0.8%	53%	False	False	4,803
40	114-240	109-270	4-290	4.3%	0-218	0.6%	69%	False	False	2,482

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-302
2.618	115-214
1.618	114-284
1.000	114-130
0.618	114-034
HIGH	113-200
0.618	113-104
0.500	113-075
0.382	113-046
LOW	112-270
0.618	112-116
1.000	112-020
1.618	111-186
2.618	110-256
4.250	109-168

Fisher Pivots for day following 06-Aug-2008
Pivot	1 day	3 day
R1	113-078	113-145
PP	113-077	113-123
S1	113-075	113-102

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols