ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 07-Oct-2008
Day Change Summary
Previous Current
06-Oct-2008 07-Oct-2008 Change Change % Previous Week
Open 116-140 117-165 1-025 0.9% 114-160
High 118-015 117-185 -0-150 -0.4% 118-000
Low 116-120 116-175 0-055 0.1% 114-090
Close 117-310 117-045 -0-265 -0.7% 116-000
Range 1-215 1-010 -0-205 -38.3% 3-230
ATR 1-167 1-164 -0-002 -0.5% 0-000
Volume 915,336 824,584 -90,752 -9.9% 3,882,835
Daily Pivots for day following 07-Oct-2008
Classic Woodie Camarilla DeMark
R4 120-058 119-222 117-226
R3 119-048 118-212 117-136
R2 118-038 118-038 117-106
R1 117-202 117-202 117-075 117-115
PP 117-028 117-028 117-028 116-305
S1 116-192 116-192 117-015 116-105
S2 116-018 116-018 116-304
S3 115-008 115-182 116-274
S4 113-318 114-172 116-184
Weekly Pivots for week ending 03-Oct-2008
Classic Woodie Camarilla DeMark
R4 127-080 125-110 118-014
R3 123-170 121-200 117-007
R2 119-260 119-260 116-218
R1 117-290 117-290 116-109 118-275
PP 116-030 116-030 116-030 116-182
S1 114-060 114-060 115-211 115-045
S2 112-120 112-120 115-102
S3 108-210 110-150 114-313
S4 104-300 106-240 113-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-015 114-185 3-150 3.0% 1-110 1.1% 74% False False 811,688
10 118-015 114-005 4-010 3.4% 1-185 1.3% 78% False False 814,101
20 119-115 114-005 5-110 4.6% 1-174 1.3% 58% False False 1,012,734
40 119-115 113-220 5-215 4.8% 1-067 1.0% 61% False False 728,294
60 119-115 111-180 7-255 6.7% 1-026 0.9% 72% False False 487,571
80 119-115 110-030 9-085 7.9% 0-308 0.8% 76% False False 365,766
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-078
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-308
2.618 120-089
1.618 119-079
1.000 118-195
0.618 118-069
HIGH 117-185
0.618 117-059
0.500 117-020
0.382 116-301
LOW 116-175
0.618 115-291
1.000 115-165
1.618 114-281
2.618 113-271
4.250 112-052
Fisher Pivots for day following 07-Oct-2008
Pivot 1 day 3 day
R1 117-037 116-285
PP 117-028 116-205
S1 117-020 116-125

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

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