ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 03-Jul-2008

Day Change Summary
	Previous	Current
	02-Jul-2008	03-Jul-2008	Change	Change %	Previous Week
Open	112-220	113-030	0-130	0.4%	110-300
High	112-310	113-090	0-100	0.3%	112-270
Low	112-150	112-260	0-110	0.3%	110-290
Close	112-310	113-040	0-050	0.1%	112-180
Range	0-160	0-150	-0-010	-6.3%	1-300
ATR	0-198	0-194	-0-003	-1.7%	0-000
Volume	13	547	534	4,107.7%	698

Daily Pivots for day following 03-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-153	114-087	113-122
R3	114-003	113-257	113-081
R2	113-173	113-173	113-068
R1	113-107	113-107	113-054	113-140
PP	113-023	113-023	113-023	113-040
S1	112-277	112-277	113-026	112-310
S2	112-193	112-193	113-012
S3	112-043	112-127	112-319
S4	111-213	111-297	112-278

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	112-120	0-290	0.8%	0-144	0.4%	83%	True	False	119
10	113-090	110-290	2-120	2.1%	0-171	0.5%	93%	True	False	126
20	113-090	109-270	3-140	3.0%	0-124	0.3%	95%	True	False	81

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Bull Hook	False
Stretch	0-032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-088
2.618	114-163
1.618	114-013
1.000	113-240
0.618	113-183
HIGH	113-090
0.618	113-033
0.500	113-015
0.382	112-317
LOW	112-260
0.618	112-167
1.000	112-110
1.618	112-017
2.618	111-187
4.250	110-262

Fisher Pivots for day following 03-Jul-2008
Pivot	1 day	3 day
R1	113-032	113-013
PP	113-023	112-307
S1	113-015	112-280

Download as Excel Spreadsheet

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

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