ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 19-Sep-2008
Day Change Summary
Previous Current
18-Sep-2008 19-Sep-2008 Change Change % Previous Week
Open 118-155 117-220 -0-255 -0.7% 117-100
High 118-315 117-225 -1-090 -1.1% 119-115
Low 117-165 115-035 -2-130 -2.0% 115-035
Close 118-155 115-205 -2-270 -2.4% 115-205
Range 1-150 2-190 1-040 76.6% 4-080
ATR 1-076 1-125 0-049 12.3% 0-000
Volume 1,190,016 1,139,831 -50,185 -4.2% 6,387,483
Daily Pivots for day following 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 123-298 122-122 117-022
R3 121-108 119-252 116-113
R2 118-238 118-238 116-037
R1 117-062 117-062 115-281 116-215
PP 116-048 116-048 116-048 115-285
S1 114-192 114-192 115-129 114-025
S2 113-178 113-178 115-053
S3 110-308 112-002 114-297
S4 108-118 109-132 114-068
Weekly Pivots for week ending 19-Sep-2008
Classic Woodie Camarilla DeMark
R4 129-145 126-255 117-313
R3 125-065 122-175 116-259
R2 120-305 120-305 116-134
R1 118-095 118-095 116-010 117-160
PP 116-225 116-225 116-225 116-098
S1 114-015 114-015 115-080 113-080
S2 112-145 112-145 114-276
S3 108-065 109-255 114-151
S4 103-305 105-175 113-097
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-115 115-035 4-080 3.7% 2-003 1.7% 13% False True 1,277,496
10 119-115 114-240 4-195 4.0% 1-197 1.4% 19% False False 1,270,390
20 119-115 114-170 4-265 4.2% 1-080 1.1% 23% False False 936,014
40 119-115 112-040 7-075 6.3% 1-003 0.9% 49% False False 476,788
60 119-115 111-180 7-255 6.7% 0-298 0.8% 52% False False 318,106
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 0-146
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 128-232
2.618 124-158
1.618 121-288
1.000 120-095
0.618 119-098
HIGH 117-225
0.618 116-228
0.500 116-130
0.382 116-032
LOW 115-035
0.618 113-162
1.000 112-165
1.618 110-292
2.618 108-102
4.250 104-028
Fisher Pivots for day following 19-Sep-2008
Pivot 1 day 3 day
R1 116-130 117-028
PP 116-048 116-193
S1 115-287 116-039

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

View Archives - Comment on this page... - Back to Index of Symbols