ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 05-Sep-2008
Day Change Summary
Previous Current
04-Sep-2008 05-Sep-2008 Change Change % Previous Week
Open 116-155 117-045 0-210 0.6% 115-160
High 117-030 117-240 0-210 0.6% 117-240
Low 116-090 116-050 -0-040 -0.1% 114-315
Close 116-300 116-200 -0-100 -0.3% 116-200
Range 0-260 1-190 0-250 96.2% 2-245
ATR 0-253 0-271 0-018 7.3% 0-000
Volume 857,236 846,616 -10,620 -1.2% 3,567,453
Daily Pivots for day following 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 121-200 120-230 117-160
R3 120-010 119-040 117-020
R2 118-140 118-140 116-294
R1 117-170 117-170 116-247 117-060
PP 116-270 116-270 116-270 116-215
S1 115-300 115-300 116-153 115-190
S2 115-080 115-080 116-106
S3 113-210 114-110 116-060
S4 112-020 112-240 115-240
Weekly Pivots for week ending 05-Sep-2008
Classic Woodie Camarilla DeMark
R4 124-240 123-145 118-047
R3 121-315 120-220 117-123
R2 119-070 119-070 117-042
R1 117-295 117-295 116-281 118-182
PP 116-145 116-145 116-145 116-249
S1 115-050 115-050 116-119 115-258
S2 113-220 113-220 116-038
S3 110-295 112-125 115-277
S4 108-050 109-200 115-033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-240 114-315 2-245 2.4% 1-015 0.9% 59% True False 868,921
10 117-240 114-170 3-070 2.8% 0-284 0.8% 65% True False 601,639
20 117-240 113-100 4-140 3.8% 0-257 0.7% 75% True False 313,560
40 117-240 111-180 6-060 5.3% 0-272 0.7% 82% True False 159,488
60 117-240 109-270 7-290 6.8% 0-236 0.6% 86% True False 106,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Widest range in 67 trading days
Fibonacci Retracements and Extensions
4.250 124-168
2.618 121-295
1.618 120-105
1.000 119-110
0.618 118-235
HIGH 117-240
0.618 117-045
0.500 116-305
0.382 116-245
LOW 116-050
0.618 115-055
1.000 114-180
1.618 113-185
2.618 111-315
4.250 109-122
Fisher Pivots for day following 05-Sep-2008
Pivot 1 day 3 day
R1 116-305 116-288
PP 116-270 116-258
S1 116-235 116-229

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

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