ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 11-Jul-2008

Day Change Summary
	Previous	Current
	10-Jul-2008	11-Jul-2008	Change	Change %	Previous Week
Open	114-080	114-060	-0-020	-0.1%	113-200
High	114-200	114-170	-0-030	-0.1%	114-200
Low	114-060	113-000	-1-060	-1.0%	113-000
Close	114-150	113-060	-1-090	-1.1%	113-060
Range	0-140	1-170	1-030	250.0%	1-200
ATR	0-203	0-223	0-021	10.1%	0-000
Volume	341	2,278	1,937	568.0%	4,550

Daily Pivots for day following 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-053	117-067	114-010
R3	116-203	115-217	113-195
R2	115-033	115-033	113-150
R1	114-047	114-047	113-105	113-275
PP	113-183	113-183	113-183	113-138
S1	112-197	112-197	113-015	112-105
S2	112-013	112-013	112-290
S3	110-163	111-027	112-245
S4	108-313	109-177	112-110

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-153	117-147	114-026
R3	116-273	115-267	113-203
R2	115-073	115-073	113-155
R1	114-067	114-067	113-108	113-290
PP	113-193	113-193	113-193	113-145
S1	112-187	112-187	113-012	112-090
S2	111-313	111-313	112-285
S3	110-113	110-307	112-237
S4	108-233	109-107	112-094

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-200	113-000	1-200	1.4%	0-284	0.8%	12%	False	True	910
10	114-200	112-120	2-080	2.0%	0-214	0.6%	36%	False	False	514
20	114-200	109-270	4-250	4.2%	0-170	0.5%	70%	False	False	291

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	0-075
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	121-012
2.618	118-173
1.618	117-003
1.000	116-020
0.618	115-153
HIGH	114-170
0.618	113-303
0.500	113-245
0.382	113-187
LOW	113-000
0.618	112-017
1.000	111-150
1.618	110-167
2.618	108-317
4.250	106-158

Fisher Pivots for day following 11-Jul-2008
Pivot	1 day	3 day
R1	113-245	113-260
PP	113-183	113-193
S1	113-122	113-127

Download as Excel Spreadsheet

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

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