ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 10-Jul-2008

Day Change Summary
	Previous	Current
	09-Jul-2008	10-Jul-2008	Change	Change %	Previous Week
Open	114-000	114-080	0-080	0.2%	112-120
High	114-160	114-200	0-040	0.1%	113-090
Low	113-210	114-060	0-170	0.5%	112-120
Close	114-090	114-150	0-060	0.2%	113-040
Range	0-270	0-140	-0-130	-48.1%	0-290
ATR	0-208	0-203	-0-005	-2.3%	0-000
Volume	1,785	341	-1,444	-80.9%	566

Daily Pivots for day following 10-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-237	115-173	114-227
R3	115-097	115-033	114-188
R2	114-277	114-277	114-176
R1	114-213	114-213	114-163	114-245
PP	114-137	114-137	114-137	114-152
S1	114-073	114-073	114-137	114-105
S2	113-317	113-317	114-124
S3	113-177	113-253	114-112
S4	113-037	113-113	114-073

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	114-200	112-260	1-260	1.6%	0-216	0.6%	91%	True	False	563
10	114-200	111-260	2-260	2.5%	0-187	0.5%	94%	True	False	292
20	114-200	109-270	4-250	4.2%	0-166	0.5%	97%	True	False	178

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-065
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	116-155
2.618	115-247
1.618	115-107
1.000	115-020
0.618	114-287
HIGH	114-200
0.618	114-147
0.500	114-130
0.382	114-113
LOW	114-060
0.618	113-293
1.000	113-240
1.618	113-153
2.618	113-013
4.250	112-105

Fisher Pivots for day following 10-Jul-2008
Pivot	1 day	3 day
R1	114-143	114-112
PP	114-137	114-073
S1	114-130	114-035

Download as Excel Spreadsheet

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

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