ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 25-Aug-2008

Day Change Summary
	Previous	Current
	22-Aug-2008	25-Aug-2008	Change	Change %	Previous Week
Open	116-115	116-010	-0-105	-0.3%	116-065
High	116-150	117-015	0-185	0.5%	116-275
Low	115-245	115-305	0-060	0.2%	115-245
Close	116-005	116-260	0-255	0.7%	116-005
Range	0-225	1-030	0-125	55.6%	1-030
ATR	0-262	0-269	0-006	2.4%	0-000
Volume	890,819	852,555	-38,264	-4.3%	3,523,734

Daily Pivots for day following 25-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-283	119-142	117-132
R3	118-253	118-112	117-036
R2	117-223	117-223	117-004
R1	117-082	117-082	116-292	117-152
PP	116-193	116-193	116-193	116-229
S1	116-052	116-052	116-228	116-122
S2	115-163	115-163	116-196
S3	114-133	115-022	116-164
S4	113-103	113-312	116-068

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	117-015	115-245	1-090	1.1%	0-244	0.7%	82%	True	False	755,688
10	117-015	114-265	2-070	1.9%	0-244	0.7%	89%	True	False	742,892
20	117-015	113-160	3-175	3.0%	0-256	0.7%	93%	True	False	829,273
40	117-015	112-270	4-065	3.6%	0-286	0.8%	94%	True	False	936,291
60	117-015	111-010	6-005	5.1%	0-301	0.8%	96%	True	False	972,286
80	117-015	111-010	6-005	5.1%	0-292	0.8%	96%	True	False	773,637
100	117-015	111-010	6-005	5.1%	0-283	0.8%	96%	True	False	619,679

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-056
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	121-222
2.618	119-291
1.618	118-261
1.000	118-045
0.618	117-231
HIGH	117-015
0.618	116-201
0.500	116-160
0.382	116-119
LOW	115-305
0.618	115-089
1.000	114-275
1.618	114-059
2.618	113-029
4.250	111-098

Fisher Pivots for day following 25-Aug-2008
Pivot	1 day	3 day
R1	116-227	116-217
PP	116-193	116-173
S1	116-160	116-130

Download as Excel Spreadsheet

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

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