ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 16-Jul-2008

Day Change Summary
	Previous	Current
	15-Jul-2008	16-Jul-2008	Change	Change %	Previous Week
Open	114-000	114-160	0-160	0.4%	113-200
High	114-240	114-160	-0-080	-0.2%	114-200
Low	114-000	113-140	-0-180	-0.5%	113-000
Close	114-060	113-200	-0-180	-0.5%	113-060
Range	0-240	1-020	0-100	41.7%	1-200
ATR	0-247	0-254	0-007	2.7%	0-000
Volume	400	122	-278	-69.5%	4,550

Daily Pivots for day following 16-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-013	116-127	114-067
R3	115-313	115-107	113-294
R2	114-293	114-293	113-262
R1	114-087	114-087	113-231	114-020
PP	113-273	113-273	113-273	113-240
S1	113-067	113-067	113-169	113-000
S2	112-253	112-253	113-138
S3	111-233	112-047	113-106
S4	110-213	111-027	113-013

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%	1-018	0.9%	47%	False	False	866
10	114-240	112-150	2-090	2.0%	0-279	0.8%	51%	False	False	682
20	114-240	110-180	4-060	3.7%	0-210	0.6%	73%	False	False	376

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-067
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-005
2.618	117-090
1.618	116-070
1.000	115-180
0.618	115-050
HIGH	114-160
0.618	114-030
0.500	113-310
0.382	113-270
LOW	113-140
0.618	112-250
1.000	112-120
1.618	111-230
2.618	110-210
4.250	108-295

Fisher Pivots for day following 16-Jul-2008
Pivot	1 day	3 day
R1	113-310	113-220
PP	113-273	113-213
S1	113-237	113-207

Download as Excel Spreadsheet

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

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