ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 10-Sep-2008
Day Change Summary
Previous Current
09-Sep-2008 10-Sep-2008 Change Change % Previous Week
Open 116-115 117-025 0-230 0.6% 115-160
High 117-035 117-055 0-020 0.1% 117-240
Low 115-270 116-050 0-100 0.3% 114-315
Close 116-295 116-165 -0-130 -0.3% 116-200
Range 1-085 1-005 -0-080 -19.8% 2-245
ATR 0-303 0-304 0-002 0.5% 0-000
Volume 1,388,722 1,149,126 -239,596 -17.3% 3,567,453
Daily Pivots for day following 10-Sep-2008
Classic Woodie Camarilla DeMark
R4 119-212 119-033 117-024
R3 118-207 118-028 116-254
R2 117-202 117-202 116-225
R1 117-023 117-023 116-195 116-270
PP 116-197 116-197 116-197 116-160
S1 116-018 116-018 116-135 115-265
S2 115-192 115-192 116-105
S3 114-187 115-013 116-076
S4 113-182 114-008 115-306
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
5 117-240 114-240 3-000 2.6% 1-096 1.1% 59% False False 1,095,307
10 117-240 114-240 3-000 2.6% 1-022 0.9% 59% False False 929,983
20 117-240 114-000 3-240 3.2% 0-282 0.8% 67% False False 501,192
40 117-240 111-180 6-060 5.3% 0-274 0.7% 80% False False 253,708
60 117-240 110-030 7-210 6.6% 0-250 0.7% 84% False False 169,262
Crabel Price Patterns
NR True
NR4 True
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 0-109
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-156
2.618 119-266
1.618 118-261
1.000 118-060
0.618 117-256
HIGH 117-055
0.618 116-251
0.500 116-212
0.382 116-174
LOW 116-050
0.618 115-169
1.000 115-045
1.618 114-164
2.618 113-159
4.250 111-269
Fisher Pivots for day following 10-Sep-2008
Pivot 1 day 3 day
R1 116-212 116-106
PP 116-197 116-047
S1 116-181 115-308

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

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