ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 13-Aug-2008
Day Change Summary
Previous Current
12-Aug-2008 13-Aug-2008 Change Change % Previous Week
Open 113-230 114-200 0-290 0.8% 113-200
High 114-200 114-260 0-060 0.2% 114-180
Low 113-220 114-010 0-110 0.3% 112-270
Close 114-160 114-060 -0-100 -0.3% 114-030
Range 0-300 0-250 -0-050 -16.7% 1-230
ATR 0-268 0-267 -0-001 -0.5% 0-000
Volume 2,385 25,433 23,048 966.4% 75,576
Daily Pivots for day following 13-Aug-2008
Classic Woodie Camarilla DeMark
R4 116-220 116-070 114-198
R3 115-290 115-140 114-129
R2 115-040 115-040 114-106
R1 114-210 114-210 114-083 114-160
PP 114-110 114-110 114-110 114-085
S1 113-280 113-280 114-037 113-230
S2 113-180 113-180 114-014
S3 112-250 113-030 113-311
S4 112-000 112-100 113-242
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
5 114-260 113-080 1-180 1.4% 0-296 0.8% 60% True False 11,616
10 114-260 112-250 2-010 1.8% 0-259 0.7% 69% True False 12,149
20 114-260 111-180 3-080 2.8% 0-262 0.7% 81% True False 7,490
40 114-260 110-180 4-080 3.7% 0-236 0.6% 85% True False 3,933
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-042
2.618 116-274
1.618 116-024
1.000 115-190
0.618 115-094
HIGH 114-260
0.618 114-164
0.500 114-135
0.382 114-106
LOW 114-010
0.618 113-176
1.000 113-080
1.618 112-246
2.618 111-316
4.250 110-228
Fisher Pivots for day following 13-Aug-2008
Pivot 1 day 3 day
R1 114-135 114-047
PP 114-110 114-033
S1 114-085 114-020

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

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