ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 08-Aug-2008

Day Change Summary
	Previous	Current
	07-Aug-2008	08-Aug-2008	Change	Change %	Previous Week
Open	113-080	114-100	1-020	0.9%	113-200
High	114-170	114-180	0-010	0.0%	114-180
Low	113-080	114-000	0-240	0.7%	112-270
Close	114-120	114-030	-0-090	-0.2%	114-030
Range	1-090	0-180	-0-230	-56.1%	1-230
ATR	0-266	0-259	-0-006	-2.3%	0-000
Volume	12,594	12,302	-292	-2.3%	75,576

Daily Pivots for day following 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-290	115-180	114-129
R3	115-110	115-000	114-080
R2	114-250	114-250	114-063
R1	114-140	114-140	114-046	114-105
PP	114-070	114-070	114-070	114-052
S1	113-280	113-280	114-014	113-245
S2	113-210	113-210	113-317
S3	113-030	113-100	113-300
S4	112-170	112-240	113-251

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-317	118-083	115-012
R3	117-087	116-173	114-181
R2	115-177	115-177	114-131
R1	114-263	114-263	114-080	115-060
PP	113-267	113-267	113-267	114-005
S1	113-033	113-033	113-300	113-150
S2	112-037	112-037	113-249
S3	110-127	111-123	113-199
S4	108-217	109-213	113-048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-180	112-270	1-230	1.5%	0-226	0.6%	73%	True	False	15,115
10	114-180	112-070	2-110	2.1%	0-246	0.7%	80%	True	False	10,396
20	114-240	111-180	3-060	2.8%	0-270	0.7%	79%	False	False	5,917
40	114-240	109-270	4-290	4.3%	0-220	0.6%	87%	False	False	3,104

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	0-035
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-305
2.618	116-011
1.618	115-151
1.000	115-040
0.618	114-291
HIGH	114-180
0.618	114-111
0.500	114-090
0.382	114-069
LOW	114-000
0.618	113-209
1.000	113-140
1.618	113-029
2.618	112-169
4.250	111-195

Fisher Pivots for day following 08-Aug-2008
Pivot	1 day	3 day
R1	114-090	113-308
PP	114-070	113-267
S1	114-050	113-225

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