ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 25-Aug-2008
Day Change Summary
Previous Current
22-Aug-2008 25-Aug-2008 Change Change % Previous Week
Open 115-060 114-240 -0-140 -0.4% 115-010
High 115-070 115-260 0-190 0.5% 115-200
Low 114-170 114-240 0-070 0.2% 114-170
Close 114-250 115-190 0-260 0.7% 114-250
Range 0-220 1-020 0-120 54.5% 1-030
ATR 0-244 0-251 0-007 2.8% 0-000
Volume 54,294 166,209 111,915 206.1% 220,557
Daily Pivots for day following 25-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-183 118-047 116-057
R3 117-163 117-027 115-284
R2 116-143 116-143 115-252
R1 116-007 116-007 115-221 116-075
PP 115-123 115-123 115-123 115-158
S1 114-307 114-307 115-159 115-055
S2 114-103 114-103 115-128
S3 113-083 113-287 115-096
S4 112-063 112-267 115-003
Weekly Pivots for week ending 22-Aug-2008
Classic Woodie Camarilla DeMark
R4 118-083 117-197 115-122
R3 117-053 116-167 115-026
R2 116-023 116-023 114-314
R1 115-137 115-137 114-282 115-065
PP 114-313 114-313 114-313 114-278
S1 114-107 114-107 114-218 114-035
S2 113-283 113-283 114-186
S3 112-253 113-077 114-154
S4 111-223 112-047 114-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-260 114-170 1-090 1.1% 0-238 0.6% 83% True False 74,355
10 115-260 113-220 2-040 1.8% 0-235 0.6% 90% True False 45,766
20 115-260 112-070 3-190 3.1% 0-244 0.7% 94% True False 28,255
40 115-260 111-180 4-080 3.7% 0-253 0.7% 95% True False 14,662
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 120-105
2.618 118-190
1.618 117-170
1.000 116-280
0.618 116-150
HIGH 115-260
0.618 115-130
0.500 115-090
0.382 115-050
LOW 114-240
0.618 114-030
1.000 113-220
1.618 113-010
2.618 111-310
4.250 110-075
Fisher Pivots for day following 25-Aug-2008
Pivot 1 day 3 day
R1 115-157 115-145
PP 115-123 115-100
S1 115-090 115-055

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

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