ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 13-Oct-2008
Day Change Summary
Previous Current
10-Oct-2008 13-Oct-2008 Change Change % Previous Week
Open 114-080 113-050 -1-030 -1.0% 116-140
High 114-300 113-050 -1-250 -1.5% 118-020
Low 112-205 112-060 -0-145 -0.4% 112-205
Close 113-175 112-080 -1-095 -1.1% 113-175
Range 2-095 0-310 -1-105 -57.8% 5-135
ATR 1-236 1-227 -0-009 -1.6% 0-000
Volume 792,911 654,871 -138,040 -17.4% 4,771,983
Daily Pivots for day following 13-Oct-2008
Classic Woodie Camarilla DeMark
R4 115-140 114-260 112-250
R3 114-150 113-270 112-165
R2 113-160 113-160 112-137
R1 112-280 112-280 112-108 112-225
PP 112-170 112-170 112-170 112-142
S1 111-290 111-290 112-052 111-235
S2 111-180 111-180 112-023
S3 110-190 110-300 111-315
S4 109-200 109-310 111-230
Weekly Pivots for week ending 10-Oct-2008
Classic Woodie Camarilla DeMark
R4 131-005 127-225 116-169
R3 125-190 122-090 115-012
R2 120-055 120-055 114-173
R1 116-275 116-275 114-014 115-258
PP 114-240 114-240 114-240 114-071
S1 111-140 111-140 113-016 110-122
S2 109-105 109-105 112-177
S3 103-290 106-005 112-018
S4 98-155 100-190 110-181
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-020 112-060 5-280 5.2% 2-001 1.8% 1% False True 902,303
10 118-020 112-060 5-280 5.2% 1-258 1.6% 1% False True 870,249
20 119-115 112-060 7-055 6.4% 1-240 1.6% 1% False True 947,258
40 119-115 112-060 7-055 6.4% 1-114 1.2% 1% False True 818,695
60 119-115 111-180 7-255 6.9% 1-054 1.0% 9% False False 548,981
80 119-115 110-290 8-145 7.5% 1-021 0.9% 16% False False 411,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-105
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 117-088
2.618 115-222
1.618 114-232
1.000 114-040
0.618 113-242
HIGH 113-050
0.618 112-252
0.500 112-215
0.382 112-178
LOW 112-060
0.618 111-188
1.000 111-070
1.618 110-198
2.618 109-208
4.250 108-022
Fisher Pivots for day following 13-Oct-2008
Pivot 1 day 3 day
R1 112-215 113-255
PP 112-170 113-090
S1 112-125 112-245

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

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