ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	116-260	117-010	0-070	0.2%	116-065
High	117-035	117-015	-0-020	-0.1%	116-275
Low	116-095	116-165	0-070	0.2%	115-245
Close	116-315	116-265	-0-050	-0.1%	116-005
Range	0-260	0-170	-0-090	-34.6%	1-030
ATR	0-261	0-254	-0-006	-2.5%	0-000
Volume	975,012	1,447,992	472,980	48.5%	3,523,734

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-125	118-045	117-038
R3	117-275	117-195	116-312
R2	117-105	117-105	116-296
R1	117-025	117-025	116-281	116-300
PP	116-255	116-255	116-255	116-232
S1	116-175	116-175	116-249	116-130
S2	116-085	116-085	116-234
S3	115-235	116-005	116-218
S4	115-065	115-155	116-172

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	117-035	115-245	1-110	1.2%	0-233	0.6%	79%	False	False	1,015,313
10	117-035	115-210	1-145	1.2%	0-222	0.6%	81%	False	False	849,539
20	117-035	114-020	3-015	2.6%	0-240	0.6%	91%	False	False	860,521
40	117-035	112-270	4-085	3.7%	0-282	0.8%	93%	False	False	942,181
60	117-035	111-010	6-025	5.2%	0-292	0.8%	95%	False	False	964,144
80	117-035	111-010	6-025	5.2%	0-290	0.8%	95%	False	False	814,842
100	117-035	111-010	6-025	5.2%	0-284	0.8%	95%	False	False	653,011

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-055
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-098
2.618	118-140
1.618	117-290
1.000	117-185
0.618	117-120
HIGH	117-015
0.618	116-270
0.500	116-250
0.382	116-230
LOW	116-165
0.618	116-060
1.000	115-315
1.618	115-210
2.618	115-040
4.250	114-082

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	116-260	116-252
PP	116-255	116-238
S1	116-250	116-225

Download as Excel Spreadsheet

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

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