ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 23-Jun-2008

Day Change Summary
	Previous	Current
	20-Jun-2008	23-Jun-2008	Change	Change %	Previous Week
Open	111-305	112-070	0-085	0.2%	111-095
High	112-210	112-200	-0-010	0.0%	112-245
Low	111-280	112-040	0-080	0.2%	111-050
Close	112-155	112-080	-0-075	-0.2%	112-155
Range	0-250	0-160	-0-090	-36.0%	1-195
ATR	0-314	0-303	-0-011	-3.5%	0-000
Volume	989,674	857,209	-132,465	-13.4%	4,532,349

Daily Pivots for day following 23-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-267	113-173	112-168
R3	113-107	113-013	112-124
R2	112-267	112-267	112-109
R1	112-173	112-173	112-095	112-220
PP	112-107	112-107	112-107	112-130
S1	112-013	112-013	112-065	112-060
S2	111-267	111-267	112-051
S3	111-107	111-173	112-036
S4	110-267	111-013	111-312

Weekly Pivots for week ending 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-308	116-107	113-118
R3	115-113	114-232	112-297
R2	113-238	113-238	112-249
R1	113-037	113-037	112-202	113-138
PP	112-043	112-043	112-043	112-094
S1	111-162	111-162	112-108	111-262
S2	110-168	110-168	112-061
S3	108-293	109-287	112-013
S4	107-098	108-092	111-192

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-245	111-055	1-190	1.4%	0-263	0.7%	68%	False	False	876,630
10	113-080	111-010	2-070	2.0%	0-294	0.8%	55%	False	False	970,558
20	114-150	111-010	3-140	3.1%	1-008	0.9%	35%	False	False	1,000,515
40	115-030	111-010	4-020	3.6%	0-297	0.8%	30%	False	False	524,315
60	117-190	111-010	6-180	5.8%	0-266	0.7%	19%	False	False	350,306

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	114-240
2.618	113-299
1.618	113-139
1.000	113-040
0.618	112-299
HIGH	112-200
0.618	112-139
0.500	112-120
0.382	112-101
LOW	112-040
0.618	111-261
1.000	111-200
1.618	111-101
2.618	110-261
4.250	110-000

Fisher Pivots for day following 23-Jun-2008
Pivot	1 day	3 day
R1	112-120	112-079
PP	112-107	112-078
S1	112-093	112-078

Download as Excel Spreadsheet

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

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