ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 21-Aug-2008

Day Change Summary
	Previous	Current
	20-Aug-2008	21-Aug-2008	Change	Change %	Previous Week
Open	116-105	116-190	0-085	0.2%	115-145
High	116-270	116-275	0-005	0.0%	116-145
Low	116-030	116-040	0-010	0.0%	114-170
Close	116-210	116-100	-0-110	-0.3%	116-030
Range	0-240	0-235	-0-005	-2.1%	1-295
ATR	0-268	0-265	-0-002	-0.9%	0-000
Volume	777,804	778,772	968	0.1%	3,879,397

Daily Pivots for day following 21-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-203	118-067	116-229
R3	117-288	117-152	116-165
R2	117-053	117-053	116-143
R1	116-237	116-237	116-122	116-188
PP	116-138	116-138	116-138	116-114
S1	116-002	116-002	116-078	115-272
S2	115-223	115-223	116-057
S3	114-308	115-087	116-035
S4	114-073	114-172	115-291

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	116-275	115-210	1-065	1.0%	0-210	0.6%	55%	True	False	683,764
10	116-275	114-170	2-105	2.0%	0-238	0.6%	77%	True	False	764,122
20	116-275	113-120	3-155	3.0%	0-262	0.7%	84%	True	False	847,138
40	116-275	112-210	4-065	3.6%	0-286	0.8%	87%	True	False	942,212
60	116-275	111-010	5-265	5.0%	0-300	0.8%	91%	True	False	975,066
80	116-275	111-010	5-265	5.0%	0-294	0.8%	91%	True	False	752,092
100	116-310	111-010	5-300	5.1%	0-278	0.7%	89%	False	False	602,246

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-314
2.618	118-250
1.618	118-015
1.000	117-190
0.618	117-100
HIGH	116-275
0.618	116-185
0.500	116-158
0.382	116-130
LOW	116-040
0.618	115-215
1.000	115-125
1.618	114-300
2.618	114-065
4.250	113-001

Fisher Pivots for day following 21-Aug-2008
Pivot	1 day	3 day
R1	116-158	116-152
PP	116-138	116-135
S1	116-119	116-118

Download as Excel Spreadsheet

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

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