ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 15-Jul-2008

Day Change Summary
	Previous	Current
	14-Jul-2008	15-Jul-2008	Change	Change %	Previous Week
Open	112-250	114-000	1-070	1.1%	113-200
High	114-040	114-240	0-200	0.5%	114-200
Low	112-200	114-000	1-120	1.2%	113-000
Close	113-240	114-060	0-140	0.4%	113-060
Range	1-160	0-240	-0-240	-50.0%	1-200
ATR	0-242	0-247	0-006	2.3%	0-000
Volume	1,193	400	-793	-66.5%	4,550

Daily Pivots for day following 15-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-180	116-040	114-192
R3	115-260	115-120	114-126
R2	115-020	115-020	114-104
R1	114-200	114-200	114-082	114-270
PP	114-100	114-100	114-100	114-135
S1	113-280	113-280	114-038	114-030
S2	113-180	113-180	114-016
S3	112-260	113-040	113-314
S4	112-020	112-120	113-248

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	114-240	112-200	2-040	1.9%	1-004	0.9%	74%	True	False	1,199
10	114-240	112-150	2-090	2.0%	0-262	0.7%	75%	True	False	670
20	114-240	110-030	4-210	4.1%	0-202	0.6%	88%	True	False	370

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	0-075
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-300
2.618	116-228
1.618	115-308
1.000	115-160
0.618	115-068
HIGH	114-240
0.618	114-148
0.500	114-120
0.382	114-092
LOW	114-000
0.618	113-172
1.000	113-080
1.618	112-252
2.618	112-012
4.250	110-260

Fisher Pivots for day following 15-Jul-2008
Pivot	1 day	3 day
R1	114-120	114-007
PP	114-100	113-273
S1	114-080	113-220

Download as Excel Spreadsheet

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

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