ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 30-Oct-2008
Day Change Summary
Previous Current
29-Oct-2008 30-Oct-2008 Change Change % Previous Week
Open 114-100 114-085 -0-015 0.0% 112-025
High 115-055 114-100 -0-275 -0.7% 116-160
Low 113-275 113-105 -0-170 -0.5% 111-190
Close 114-020 113-185 -0-155 -0.4% 115-040
Range 1-100 0-315 -0-105 -25.0% 4-290
ATR 1-161 1-149 -0-012 -2.5% 0-000
Volume 606,093 556,249 -49,844 -8.2% 2,875,442
Daily Pivots for day following 30-Oct-2008
Classic Woodie Camarilla DeMark
R4 116-222 116-038 114-038
R3 115-227 115-043 113-272
R2 114-232 114-232 113-243
R1 114-048 114-048 113-214 113-302
PP 113-237 113-237 113-237 113-204
S1 113-053 113-053 113-156 112-308
S2 112-242 112-242 113-127
S3 111-247 112-058 113-098
S4 110-252 111-063 113-012
Weekly Pivots for week ending 24-Oct-2008
Classic Woodie Camarilla DeMark
R4 129-040 127-010 117-264
R3 124-070 122-040 116-152
R2 119-100 119-100 116-008
R1 117-070 117-070 115-184 118-085
PP 114-130 114-130 114-130 114-298
S1 112-100 112-100 114-216 113-115
S2 109-160 109-160 114-072
S3 104-190 107-130 113-248
S4 99-220 102-160 112-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-160 113-105 3-055 2.8% 1-096 1.1% 8% False True 573,776
10 116-160 111-150 5-010 4.4% 1-115 1.2% 42% False False 577,946
20 118-020 111-125 6-215 5.9% 1-170 1.3% 33% False False 660,723
40 119-115 111-125 7-310 7.0% 1-174 1.4% 27% False False 861,833
60 119-115 111-125 7-310 7.0% 1-094 1.1% 27% False False 665,175
80 119-115 111-125 7-310 7.0% 1-058 1.0% 27% False False 500,082
100 119-115 109-270 9-165 8.4% 1-015 0.9% 39% False False 400,098
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 0-103
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 118-159
2.618 116-285
1.618 115-290
1.000 115-095
0.618 114-295
HIGH 114-100
0.618 113-300
0.500 113-262
0.382 113-225
LOW 113-105
0.618 112-230
1.000 112-110
1.618 111-235
2.618 110-240
4.250 109-046
Fisher Pivots for day following 30-Oct-2008
Pivot 1 day 3 day
R1 113-262 114-125
PP 113-237 114-038
S1 113-211 113-272

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

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