ECBOT 10 Year T-Note Future December 2008


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 115-235 116-255 1-020 0.9% 113-035
High 116-285 117-100 0-135 0.4% 115-310
Low 115-190 115-295 0-105 0.3% 112-275
Close 116-210 116-130 -0-080 -0.2% 115-020
Range 1-095 1-125 0-030 7.2% 3-035
ATR 1-115 1-116 0-001 0.2% 0-000
Volume 98,536 495,511 396,975 402.9% 2,387,927
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 120-230 119-305 117-055
R3 119-105 118-180 116-252
R2 117-300 117-300 116-212
R1 117-055 117-055 116-171 116-275
PP 116-175 116-175 116-175 116-125
S1 115-250 115-250 116-089 115-150
S2 115-050 115-050 116-048
S3 113-245 114-125 116-008
S4 112-120 113-000 115-205
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 123-307 122-198 116-247
R3 120-272 119-163 115-294
R2 117-237 117-237 115-202
R1 116-128 116-128 115-111 117-022
PP 114-202 114-202 114-202 114-309
S1 113-093 113-093 114-249 113-308
S2 111-167 111-167 114-158
S3 108-132 110-058 114-066
S4 105-097 107-023 113-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-100 114-125 2-295 2.5% 1-055 1.0% 69% True False 382,491
10 117-100 112-275 4-145 3.8% 1-092 1.1% 80% True False 430,567
20 117-100 111-150 5-270 5.0% 1-104 1.1% 84% True False 504,257
40 118-020 111-125 6-215 5.7% 1-156 1.3% 75% False False 659,208
60 119-115 111-125 7-310 6.8% 1-121 1.2% 63% False False 733,733
80 119-115 111-125 7-310 6.8% 1-073 1.1% 63% False False 553,804
100 119-115 110-300 8-135 7.2% 1-044 1.0% 65% False False 443,154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-115
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-071
2.618 120-305
1.618 119-180
1.000 118-225
0.618 118-055
HIGH 117-100
0.618 116-250
0.500 116-198
0.382 116-145
LOW 115-295
0.618 115-020
1.000 114-170
1.618 113-215
2.618 112-090
4.250 110-004
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 116-198 116-128
PP 116-175 116-127
S1 116-152 116-125

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

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