ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 18-Jul-2008

Day Change Summary
	Previous	Current
	17-Jul-2008	18-Jul-2008	Change	Change %	Previous Week
Open	114-265	114-075	-0-190	-0.5%	114-050
High	115-000	114-145	-0-175	-0.5%	116-020
Low	113-235	113-140	-0-095	-0.3%	113-140
Close	113-285	113-195	-0-090	-0.2%	113-195
Range	1-085	1-005	-0-080	-19.8%	2-200
ATR	1-005	1-005	0-000	0.0%	0-000
Volume	1,168,307	1,171,065	2,758	0.2%	6,162,104

Daily Pivots for day following 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-282	116-083	114-054
R3	115-277	115-078	113-284
R2	114-272	114-272	113-255
R1	114-073	114-073	113-225	114-010
PP	113-267	113-267	113-267	113-235
S1	113-068	113-068	113-165	113-005
S2	112-262	112-262	113-135
S3	111-257	112-063	113-106
S4	110-252	111-058	113-016

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-078	120-177	115-017
R3	119-198	117-297	114-106
R2	116-318	116-318	114-029
R1	115-097	115-097	113-272	114-268
PP	114-118	114-118	114-118	114-044
S1	112-217	112-217	113-118	112-068
S2	111-238	111-238	113-041
S3	109-038	110-017	112-284
S4	106-158	107-137	112-053

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-020	113-140	2-200	2.3%	1-072	1.1%	7%	False	True	1,232,420
10	116-020	113-140	2-200	2.3%	1-034	1.0%	7%	False	True	1,105,740
20	116-020	111-280	4-060	3.7%	0-306	0.8%	41%	False	False	1,022,895
40	116-020	111-010	5-010	4.4%	0-316	0.9%	51%	False	False	973,125
60	116-020	111-010	5-010	4.4%	0-300	0.8%	51%	False	False	659,872
80	117-190	111-010	6-180	5.8%	0-275	0.8%	39%	False	False	495,367

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-074
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	118-246
2.618	117-036
1.618	116-031
1.000	115-150
0.618	115-026
HIGH	114-145
0.618	114-021
0.500	113-302
0.382	113-264
LOW	113-140
0.618	112-259
1.000	112-135
1.618	111-254
2.618	110-249
4.250	109-039

Fisher Pivots for day following 18-Jul-2008
Pivot	1 day	3 day
R1	113-302	114-192
PP	113-267	114-087
S1	113-231	113-301

Download as Excel Spreadsheet

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

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