ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 18-Aug-2008
Day Change Summary
Previous Current
15-Aug-2008 18-Aug-2008 Change Change % Previous Week
Open 114-160 115-010 0-170 0.5% 114-070
High 115-070 115-080 0-010 0.0% 115-070
Low 114-150 114-260 0-110 0.3% 113-100
Close 114-280 115-060 0-100 0.3% 114-280
Range 0-240 0-140 -0-100 -41.7% 1-290
ATR 0-263 0-254 -0-009 -3.3% 0-000
Volume 10,111 14,988 4,877 48.2% 76,261
Daily Pivots for day following 18-Aug-2008
Classic Woodie Camarilla DeMark
R4 116-127 116-073 115-137
R3 115-307 115-253 115-098
R2 115-167 115-167 115-086
R1 115-113 115-113 115-073 115-140
PP 115-027 115-027 115-027 115-040
S1 114-293 114-293 115-047 115-000
S2 114-207 114-207 115-034
S3 114-067 114-153 115-022
S4 113-247 114-013 114-303
Weekly Pivots for week ending 15-Aug-2008
Classic Woodie Camarilla DeMark
R4 120-060 119-140 115-296
R3 118-090 117-170 115-128
R2 116-120 116-120 115-072
R1 115-200 115-200 115-016 116-000
PP 114-150 114-150 114-150 114-210
S1 113-230 113-230 114-224 114-030
S2 112-180 112-180 114-168
S3 110-210 111-260 114-112
S4 108-240 109-290 113-264
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-080 113-220 1-180 1.4% 0-232 0.6% 96% True False 17,176
10 115-080 112-270 2-130 2.1% 0-247 0.7% 97% True False 15,467
20 115-080 111-180 3-220 3.2% 0-252 0.7% 98% True False 10,290
40 115-080 110-290 4-110 3.8% 0-245 0.7% 99% True False 5,385
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 0-039
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 117-035
2.618 116-127
1.618 115-307
1.000 115-220
0.618 115-167
HIGH 115-080
0.618 115-027
0.500 115-010
0.382 114-313
LOW 114-260
0.618 114-173
1.000 114-120
1.618 114-033
2.618 113-213
4.250 112-305
Fisher Pivots for day following 18-Aug-2008
Pivot 1 day 3 day
R1 115-043 115-000
PP 115-027 114-260
S1 115-010 114-200

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

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