ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 06-Nov-2008
Day Change Summary
Previous Current
05-Nov-2008 06-Nov-2008 Change Change % Previous Week
Open 115-075 115-120 0-045 0.1% 115-110
High 115-240 115-310 0-070 0.2% 115-305
Low 114-230 114-235 0-005 0.0% 113-010
Close 115-145 115-145 0-000 0.0% 113-025
Range 1-010 1-075 0-065 19.7% 2-295
ATR 1-147 1-142 -0-005 -1.1% 0-000
Volume 451,231 534,388 83,157 18.4% 2,692,206
Daily Pivots for day following 06-Nov-2008
Classic Woodie Camarilla DeMark
R4 119-028 118-162 116-042
R3 117-273 117-087 115-254
R2 116-198 116-198 115-217
R1 116-012 116-012 115-181 116-105
PP 115-123 115-123 115-123 115-170
S1 114-257 114-257 115-109 115-030
S2 114-048 114-048 115-073
S3 112-293 113-182 115-036
S4 111-218 112-107 114-248
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
5 115-310 112-275 3-035 2.7% 1-130 1.2% 83% True False 478,644
10 116-160 112-275 3-205 3.2% 1-113 1.2% 71% False False 526,210
20 116-160 111-125 5-035 4.4% 1-121 1.2% 80% False False 545,127
40 119-115 111-125 7-310 6.9% 1-178 1.3% 51% False False 774,112
60 119-115 111-125 7-310 6.9% 1-106 1.2% 51% False False 704,094
80 119-115 111-125 7-310 6.9% 1-065 1.0% 51% False False 529,943
100 119-115 110-180 8-255 7.6% 1-030 0.9% 56% False False 424,030
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-112
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-069
2.618 119-064
1.618 117-309
1.000 117-065
0.618 116-234
HIGH 115-310
0.618 115-159
0.500 115-112
0.382 115-066
LOW 114-235
0.618 113-311
1.000 113-160
1.618 112-236
2.618 111-161
4.250 109-156
Fisher Pivots for day following 06-Nov-2008
Pivot 1 day 3 day
R1 115-134 115-062
PP 115-123 114-298
S1 115-112 114-215

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

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