ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 07-Jul-2008

Day Change Summary
	Previous	Current
	03-Jul-2008	07-Jul-2008	Change	Change %	Previous Week
Open	113-030	113-200	0-170	0.5%	112-120
High	113-090	114-050	0-280	0.8%	113-090
Low	112-260	113-020	0-080	0.2%	112-120
Close	113-040	113-200	0-160	0.4%	113-040
Range	0-150	1-030	0-200	133.3%	0-290
ATR	0-194	0-205	0-011	5.7%	0-000
Volume	547	21	-526	-96.2%	566

Daily Pivots for day following 07-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-287	116-113	114-072
R3	115-257	115-083	113-296
R2	114-227	114-227	113-264
R1	114-053	114-053	113-232	114-055
PP	113-197	113-197	113-197	113-198
S1	113-023	113-023	113-168	113-025
S2	112-167	112-167	113-136
S3	111-137	111-313	113-104
S4	110-107	110-283	113-008

Weekly Pivots for week ending 04-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-207	115-093	113-200
R3	114-237	114-123	113-120
R2	113-267	113-267	113-093
R1	113-153	113-153	113-067	113-210
PP	112-297	112-297	112-297	113-005
S1	112-183	112-183	113-013	112-240
S2	112-007	112-007	112-307
S3	111-037	111-213	112-280
S4	110-067	110-243	112-200

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-050	112-120	1-250	1.6%	0-188	0.5%	70%	True	False	117
10	114-050	110-290	3-080	2.9%	0-183	0.5%	84%	True	False	128
20	114-050	109-270	4-100	3.8%	0-142	0.4%	88%	True	False	67

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	118-258
2.618	117-006
1.618	115-296
1.000	115-080
0.618	114-266
HIGH	114-050
0.618	113-236
0.500	113-195
0.382	113-154
LOW	113-020
0.618	112-124
1.000	111-310
1.618	111-094
2.618	110-064
4.250	108-132

Fisher Pivots for day following 07-Jul-2008
Pivot	1 day	3 day
R1	113-198	113-167
PP	113-197	113-133
S1	113-195	113-100

Download as Excel Spreadsheet

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

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