ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 05-Nov-2008
Day Change Summary
Previous Current
04-Nov-2008 05-Nov-2008 Change Change % Previous Week
Open 113-250 115-075 1-145 1.3% 115-110
High 115-140 115-240 0-100 0.3% 115-305
Low 113-120 114-230 1-110 1.2% 113-010
Close 115-040 115-145 0-105 0.3% 113-025
Range 2-020 1-010 -1-010 -50.0% 2-295
ATR 1-158 1-147 -0-011 -2.2% 0-000
Volume 312,757 451,231 138,474 44.3% 2,692,206
Daily Pivots for day following 05-Nov-2008
Classic Woodie Camarilla DeMark
R4 118-128 117-307 116-006
R3 117-118 116-297 115-236
R2 116-108 116-108 115-206
R1 115-287 115-287 115-175 116-038
PP 115-098 115-098 115-098 115-134
S1 114-277 114-277 115-115 115-028
S2 114-088 114-088 115-084
S3 113-078 113-267 115-054
S4 112-068 112-257 114-284
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
5 115-240 112-275 2-285 2.5% 1-114 1.2% 90% True False 483,016
10 116-160 112-275 3-205 3.2% 1-114 1.2% 71% False False 530,285
20 116-160 111-125 5-035 4.4% 1-132 1.2% 80% False False 587,201
40 119-115 111-125 7-310 6.9% 1-175 1.3% 51% False False 792,822
60 119-115 111-125 7-310 6.9% 1-104 1.1% 51% False False 695,612
80 119-115 111-125 7-310 6.9% 1-065 1.0% 51% False False 523,265
100 119-115 110-030 9-085 8.0% 1-028 0.9% 58% False False 418,686
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-108
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-042
2.618 118-144
1.618 117-134
1.000 116-250
0.618 116-124
HIGH 115-240
0.618 115-114
0.500 115-075
0.382 115-036
LOW 114-230
0.618 114-026
1.000 113-220
1.618 113-016
2.618 112-006
4.250 110-108
Fisher Pivots for day following 05-Nov-2008
Pivot 1 day 3 day
R1 115-122 115-022
PP 115-098 114-220
S1 115-075 114-098

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

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