ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 29-Aug-2008

Day Change Summary
	Previous	Current
	28-Aug-2008	29-Aug-2008	Change	Change %	Previous Week
Open	117-010	116-300	-0-030	-0.1%	116-010
High	117-015	117-065	0-050	0.1%	117-065
Low	116-165	116-080	-0-085	-0.2%	115-305
Close	116-265	116-220	-0-045	-0.1%	116-220
Range	0-170	0-305	0-135	79.4%	1-080
ATR	0-254	0-258	0-004	1.4%	0-000
Volume	1,447,992	1,204,173	-243,819	-16.8%	5,389,923

Daily Pivots for day following 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-183	119-027	117-068
R3	118-198	118-042	116-304
R2	117-213	117-213	116-276
R1	117-057	117-057	116-248	116-302
PP	116-228	116-228	116-228	116-191
S1	116-072	116-072	116-192	115-318
S2	115-243	115-243	116-164
S3	114-258	115-087	116-136
S4	113-273	114-102	116-052

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-117	119-248	117-120
R3	119-037	118-168	117-010
R2	117-277	117-277	116-293
R1	117-088	117-088	116-257	117-182
PP	116-197	116-197	116-197	116-244
S1	116-008	116-008	116-183	116-102
S2	115-117	115-117	116-147
S3	114-037	114-248	116-110
S4	112-277	113-168	116-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-065	115-305	1-080	1.1%	0-249	0.7%	59%	True	False	1,077,984
10	117-065	115-245	1-140	1.2%	0-226	0.6%	64%	True	False	891,365
20	117-065	114-020	3-045	2.7%	0-243	0.7%	84%	True	False	863,423
40	117-065	112-270	4-115	3.7%	0-285	0.8%	88%	True	False	948,334
60	117-065	111-010	6-055	5.3%	0-292	0.8%	92%	True	False	959,070
80	117-065	111-010	6-055	5.3%	0-290	0.8%	92%	True	False	829,597
100	117-065	111-010	6-055	5.3%	0-284	0.8%	92%	True	False	665,047

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-058
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	121-081
2.618	119-223
1.618	118-238
1.000	118-050
0.618	117-253
HIGH	117-065
0.618	116-268
0.500	116-232
0.382	116-197
LOW	116-080
0.618	115-212
1.000	115-095
1.618	114-227
2.618	113-242
4.250	112-064

Fisher Pivots for day following 29-Aug-2008
Pivot	1 day	3 day
R1	116-232	116-232
PP	116-228	116-228
S1	116-224	116-224

Download as Excel Spreadsheet

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

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