ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 21-Aug-2008

Day Change Summary
	Previous	Current
	20-Aug-2008	21-Aug-2008	Change	Change %	Previous Week
Open	115-030	115-120	0-090	0.2%	114-070
High	115-200	115-200	0-000	0.0%	115-070
Low	114-290	114-280	-0-010	0.0%	113-100
Close	115-140	115-020	-0-120	-0.3%	114-280
Range	0-230	0-240	0-010	4.3%	1-290
ATR	0-246	0-246	0-000	-0.2%	0-000
Volume	62,506	75,234	12,728	20.4%	76,261

Daily Pivots for day following 21-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-140	117-000	115-152
R3	116-220	116-080	115-086
R2	115-300	115-300	115-064
R1	115-160	115-160	115-042	115-110
PP	115-060	115-060	115-060	115-035
S1	114-240	114-240	114-318	114-190
S2	114-140	114-140	114-296
S3	113-220	114-000	114-274
S4	112-300	113-080	114-208

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	115-200	114-150	1-050	1.0%	0-202	0.5%	51%	True	False	35,274
10	115-200	113-100	2-100	2.0%	0-231	0.6%	76%	True	False	25,482
20	115-200	112-040	3-160	3.0%	0-246	0.7%	84%	True	False	17,562
40	115-200	111-180	4-020	3.5%	0-248	0.7%	86%	True	False	9,151

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-260
2.618	117-188
1.618	116-268
1.000	116-120
0.618	116-028
HIGH	115-200
0.618	115-108
0.500	115-080
0.382	115-052
LOW	114-280
0.618	114-132
1.000	114-040
1.618	113-212
2.618	112-292
4.250	111-220

Fisher Pivots for day following 21-Aug-2008
Pivot	1 day	3 day
R1	115-080	115-080
PP	115-060	115-060
S1	115-040	115-040

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