ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 22-Aug-2008

Day Change Summary
	Previous	Current
	21-Aug-2008	22-Aug-2008	Change	Change %	Previous Week
Open	116-190	116-115	-0-075	-0.2%	116-065
High	116-275	116-150	-0-125	-0.3%	116-275
Low	116-040	115-245	-0-115	-0.3%	115-245
Close	116-100	116-005	-0-095	-0.3%	116-005
Range	0-235	0-225	-0-010	-4.3%	1-030
ATR	0-265	0-262	-0-003	-1.1%	0-000
Volume	778,772	890,819	112,047	14.4%	3,523,734

Daily Pivots for day following 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-062	117-258	116-129
R3	117-157	117-033	116-067
R2	116-252	116-252	116-046
R1	116-128	116-128	116-026	116-078
PP	116-027	116-027	116-027	116-001
S1	115-223	115-223	115-304	115-172
S2	115-122	115-122	115-284
S3	114-217	114-318	115-263
S4	113-312	114-093	115-201

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-158	118-272	116-198
R3	118-128	117-242	116-101
R2	117-098	117-098	116-069
R1	116-212	116-212	116-037	116-140
PP	116-068	116-068	116-068	116-032
S1	115-182	115-182	115-293	115-110
S2	115-038	115-038	115-261
S3	114-008	114-152	115-229
S4	112-298	113-122	115-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-275	115-245	1-030	0.9%	0-204	0.5%	23%	False	True	704,746
10	116-275	114-170	2-105	2.0%	0-244	0.7%	64%	False	False	740,313
20	116-275	113-125	3-150	3.0%	0-256	0.7%	76%	False	False	841,923
40	116-275	112-270	4-005	3.5%	0-282	0.8%	79%	False	False	941,400
60	116-275	111-010	5-265	5.0%	0-298	0.8%	86%	False	False	976,243
80	116-275	111-010	5-265	5.0%	0-293	0.8%	86%	False	False	763,152
100	116-310	111-010	5-300	5.1%	0-279	0.8%	84%	False	False	611,154

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-060
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-146
2.618	118-099
1.618	117-194
1.000	117-055
0.618	116-289
HIGH	116-150
0.618	116-064
0.500	116-038
0.382	116-011
LOW	115-245
0.618	115-106
1.000	115-020
1.618	114-201
2.618	113-296
4.250	112-249

Fisher Pivots for day following 22-Aug-2008
Pivot	1 day	3 day
R1	116-038	116-100
PP	116-027	116-068
S1	116-016	116-037

Download as Excel Spreadsheet

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

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