ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 28-Jul-2008

Day Change Summary
	Previous	Current
	25-Jul-2008	28-Jul-2008	Change	Change %	Previous Week
Open	114-070	113-135	-0-255	-0.7%	113-190
High	114-160	114-150	-0-010	0.0%	114-160
Low	113-120	113-125	0-005	0.0%	112-270
Close	113-140	114-085	0-265	0.7%	113-140
Range	1-040	1-025	-0-015	-4.2%	1-210
ATR	1-001	1-002	0-002	0.5%	0-000
Volume	995,122	1,105,564	110,442	11.1%	4,647,561

Daily Pivots for day following 28-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-088	116-272	114-275
R3	116-063	115-247	114-180
R2	115-038	115-038	114-148
R1	114-222	114-222	114-117	114-290
PP	114-013	114-013	114-013	114-048
S1	113-197	113-197	114-053	113-265
S2	112-308	112-308	114-022
S3	111-283	112-172	113-310
S4	110-258	111-147	113-215

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-180	117-210	114-112
R3	116-290	116-000	113-286
R2	115-080	115-080	113-237
R1	114-110	114-110	113-189	113-310
PP	113-190	113-190	113-190	113-130
S1	112-220	112-220	113-091	112-100
S2	111-300	111-300	113-043
S3	110-090	111-010	112-314
S4	108-200	109-120	112-168

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-160	112-270	1-210	1.4%	0-319	0.9%	86%	False	False	933,416
10	116-020	112-270	3-070	2.8%	1-008	0.9%	44%	False	False	1,052,535
20	116-020	112-270	3-070	2.8%	0-315	0.9%	44%	False	False	1,043,309
40	116-020	111-010	5-010	4.4%	1-004	0.9%	64%	False	False	1,043,793
60	116-020	111-010	5-010	4.4%	0-304	0.8%	64%	False	False	755,092
80	116-310	111-010	5-300	5.2%	0-289	0.8%	54%	False	False	567,281

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-016
2.618	117-093
1.618	116-068
1.000	115-175
0.618	115-043
HIGH	114-150
0.618	114-018
0.500	113-298
0.382	113-257
LOW	113-125
0.618	112-232
1.000	112-100
1.618	111-207
2.618	110-182
4.250	108-259

Fisher Pivots for day following 28-Jul-2008
Pivot	1 day	3 day
R1	114-049	114-037
PP	114-013	113-308
S1	113-298	113-260

Download as Excel Spreadsheet

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

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