ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 15-Aug-2008

Day Change Summary
	Previous	Current
	14-Aug-2008	15-Aug-2008	Change	Change %	Previous Week
Open	115-145	115-260	0-115	0.3%	115-145
High	115-305	116-145	0-160	0.4%	116-145
Low	115-060	115-210	0-150	0.4%	114-170
Close	115-260	116-030	0-090	0.2%	116-030
Range	0-245	0-255	0-010	4.1%	1-295
ATR	0-290	0-287	-0-002	-0.9%	0-000
Volume	806,090	785,906	-20,184	-2.5%	3,879,397

Daily Pivots for day following 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-147	118-023	116-170
R3	117-212	117-088	116-100
R2	116-277	116-277	116-077
R1	116-153	116-153	116-053	116-215
PP	116-022	116-022	116-022	116-052
S1	115-218	115-218	116-007	115-280
S2	115-087	115-087	115-303
S3	114-152	114-283	115-280
S4	113-217	114-028	115-210

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-147	120-223	117-048
R3	119-172	118-248	116-199
R2	117-197	117-197	116-143
R1	116-273	116-273	116-086	117-075
PP	115-222	115-222	115-222	115-282
S1	114-298	114-298	115-294	115-100
S2	113-247	113-247	115-237
S3	111-272	113-003	115-181
S4	109-297	111-028	115-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-145	114-170	1-295	1.7%	0-283	0.8%	81%	True	False	775,879
10	116-145	114-020	2-125	2.1%	0-260	0.7%	85%	True	False	835,481
20	116-145	112-270	3-195	3.1%	0-279	0.8%	90%	True	False	898,115
40	116-145	111-280	4-185	3.9%	0-292	0.8%	92%	True	False	960,505
60	116-145	111-010	5-135	4.7%	0-304	0.8%	93%	True	False	948,121
80	116-145	111-010	5-135	4.7%	0-295	0.8%	93%	True	False	719,433
100	117-190	111-010	6-180	5.7%	0-276	0.7%	77%	False	False	575,917

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-053
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-269
2.618	118-173
1.618	117-238
1.000	117-080
0.618	116-303
HIGH	116-145
0.618	116-048
0.500	116-018
0.382	115-307
LOW	115-210
0.618	115-052
1.000	114-275
1.618	114-117
2.618	113-182
4.250	112-086

Fisher Pivots for day following 15-Aug-2008
Pivot	1 day	3 day
R1	116-026	116-001
PP	116-022	115-292
S1	116-018	115-262

Download as Excel Spreadsheet

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

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