ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 31-Oct-2008
Day Change Summary
Previous Current
30-Oct-2008 31-Oct-2008 Change Change % Previous Week
Open 114-085 113-120 -0-285 -0.8% 115-110
High 114-100 114-220 0-120 0.3% 115-305
Low 113-105 113-010 -0-095 -0.3% 113-010
Close 113-185 113-025 -0-160 -0.4% 113-025
Range 0-315 1-210 0-215 68.3% 2-295
ATR 1-149 1-154 0-004 0.9% 0-000
Volume 556,249 491,083 -65,166 -11.7% 2,692,206
Daily Pivots for day following 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 118-182 117-153 113-316
R3 116-292 115-263 113-171
R2 115-082 115-082 113-122
R1 114-053 114-053 113-074 113-282
PP 113-192 113-192 113-192 113-146
S1 112-163 112-163 112-296 112-072
S2 111-302 111-302 112-248
S3 110-092 110-273 112-199
S4 108-202 109-063 112-054
Weekly Pivots for week ending 31-Oct-2008
Classic Woodie Camarilla DeMark
R4 122-252 120-273 114-219
R3 119-277 117-298 113-282
R2 116-302 116-302 113-196
R1 115-003 115-003 113-111 114-165
PP 114-007 114-007 114-007 113-248
S1 112-028 112-028 112-259 111-190
S2 111-032 111-032 112-174
S3 108-057 109-053 112-088
S4 105-082 106-078 111-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-305 113-010 2-295 2.6% 1-098 1.2% 2% False True 538,441
10 116-160 111-190 4-290 4.3% 1-122 1.2% 30% False False 556,764
20 118-020 111-125 6-215 5.9% 1-170 1.4% 25% False False 648,974
40 119-115 111-125 7-310 7.0% 1-175 1.4% 21% False False 852,945
60 119-115 111-125 7-310 7.0% 1-096 1.1% 21% False False 673,150
80 119-115 111-125 7-310 7.0% 1-063 1.1% 21% False False 506,216
100 119-115 109-270 9-165 8.4% 1-020 0.9% 34% False False 405,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-094
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 121-232
2.618 119-008
1.618 117-118
1.000 116-110
0.618 115-228
HIGH 114-220
0.618 114-018
0.500 113-275
0.382 113-212
LOW 113-010
0.618 112-002
1.000 111-120
1.618 110-112
2.618 108-222
4.250 105-318
Fisher Pivots for day following 31-Oct-2008
Pivot 1 day 3 day
R1 113-275 114-032
PP 113-192 113-243
S1 113-108 113-134

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

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