ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	114-145	114-050	-0-095	-0.3%	113-190
High	114-150	114-130	-0-020	-0.1%	114-160
Low	113-220	113-160	-0-060	-0.2%	112-270
Close	114-035	114-035	0-000	0.0%	113-140
Range	0-250	0-290	0-040	16.0%	1-210
ATR	0-317	0-315	-0-002	-0.6%	0-000
Volume	797,229	851,320	54,091	6.8%	4,647,561

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-232	116-103	114-194
R3	115-262	115-133	114-115
R2	114-292	114-292	114-088
R1	114-163	114-163	114-062	114-082
PP	114-002	114-002	114-002	113-281
S1	113-193	113-193	114-008	113-112
S2	113-032	113-032	113-302
S3	112-062	112-223	113-275
S4	111-092	111-253	113-196

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	113-040	1-120	1.2%	1-004	0.9%	72%	False	False	942,887
10	115-000	112-270	2-050	1.9%	0-310	0.8%	59%	False	False	974,104
20	116-020	112-270	3-070	2.8%	0-318	0.9%	39%	False	False	1,032,466
40	116-020	111-010	5-010	4.4%	0-316	0.9%	61%	False	False	1,030,587
60	116-020	111-010	5-010	4.4%	0-306	0.8%	61%	False	False	782,171
80	116-310	111-010	5-300	5.2%	0-291	0.8%	52%	False	False	587,887

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-082
2.618	116-249
1.618	115-279
1.000	115-100
0.618	114-309
HIGH	114-130
0.618	114-019
0.500	113-305
0.382	113-271
LOW	113-160
0.618	112-301
1.000	112-190
1.618	112-011
2.618	111-041
4.250	109-208

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	114-018	114-016
PP	114-002	113-317
S1	113-305	113-298

Download as Excel Spreadsheet

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

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