ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 30-Jun-2008

Day Change Summary
	Previous	Current
	27-Jun-2008	30-Jun-2008	Change	Change %	Previous Week
Open	112-190	112-120	-0-070	-0.2%	110-300
High	112-270	112-230	-0-040	-0.1%	112-270
Low	112-140	112-120	-0-020	-0.1%	110-290
Close	112-180	112-210	0-030	0.1%	112-180
Range	0-130	0-110	-0-020	-15.4%	1-300
ATR	0-208	0-201	-0-007	-3.4%	0-000
Volume	29	5	-24	-82.8%	698

Daily Pivots for day following 30-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-197	113-153	112-270
R3	113-087	113-043	112-240
R2	112-297	112-297	112-230
R1	112-253	112-253	112-220	112-275
PP	112-187	112-187	112-187	112-198
S1	112-143	112-143	112-200	112-165
S2	112-077	112-077	112-190
S3	111-287	112-033	112-180
S4	111-177	111-243	112-150

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-293	117-057	113-201
R3	115-313	115-077	113-030
R2	114-013	114-013	112-294
R1	113-097	113-097	112-237	113-215
PP	112-033	112-033	112-033	112-092
S1	111-117	111-117	112-123	111-235
S2	110-053	110-053	112-066
S3	108-073	109-137	112-010
S4	106-093	107-157	111-159

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-270	110-300	1-290	1.7%	0-178	0.5%	90%	False	False	140
10	112-270	110-030	2-240	2.4%	0-141	0.4%	93%	False	False	71

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0-011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-058
2.618	113-198
1.618	113-088
1.000	113-020
0.618	112-298
HIGH	112-230
0.618	112-188
0.500	112-175
0.382	112-162
LOW	112-120
0.618	112-052
1.000	112-010
1.618	111-262
2.618	111-152
4.250	110-292

Fisher Pivots for day following 30-Jun-2008
Pivot	1 day	3 day
R1	112-198	112-175
PP	112-187	112-140
S1	112-175	112-105

Download as Excel Spreadsheet

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

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