ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 01-Jul-2008

Day Change Summary
	Previous	Current
	30-Jun-2008	01-Jul-2008	Change	Change %	Previous Week
Open	112-120	113-000	0-200	0.6%	110-300
High	112-230	113-090	0-180	0.5%	112-270
Low	112-120	112-240	0-120	0.3%	110-290
Close	112-210	112-200	-0-010	0.0%	112-180
Range	0-110	0-170	0-060	54.5%	1-300
ATR	0-201	0-201	0-000	0.0%	0-000
Volume	5	1	-4	-80.0%	698

Daily Pivots for day following 01-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-153	114-027	112-294
R3	113-303	113-177	112-247
R2	113-133	113-133	112-231
R1	113-007	113-007	112-216	112-305
PP	112-283	112-283	112-283	112-272
S1	112-157	112-157	112-184	112-135
S2	112-113	112-113	112-169
S3	111-263	111-307	112-153
S4	111-093	111-137	112-106

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	113-090	110-300	2-110	2.1%	0-172	0.5%	72%	True	False	138
10	113-090	110-180	2-230	2.4%	0-142	0.4%	76%	True	False	71
20	113-090	109-270	3-140	3.1%	0-108	0.3%	81%	True	False	310

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-172
2.618	114-215
1.618	114-045
1.000	113-260
0.618	113-195
HIGH	113-090
0.618	113-025
0.500	113-005
0.382	112-305
LOW	112-240
0.618	112-135
1.000	112-070
1.618	111-285
2.618	111-115
4.250	110-158

Fisher Pivots for day following 01-Jul-2008
Pivot	1 day	3 day
R1	113-005	112-265
PP	112-283	112-243
S1	112-242	112-222

Download as Excel Spreadsheet

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

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