ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 17-Jul-2008

Day Change Summary
	Previous	Current
	16-Jul-2008	17-Jul-2008	Change	Change %	Previous Week
Open	114-160	113-040	-1-120	-1.2%	113-200
High	114-160	113-200	-0-280	-0.8%	114-200
Low	113-140	112-170	-0-290	-0.8%	113-000
Close	113-200	112-200	-1-000	-0.9%	113-060
Range	1-020	1-030	0-010	2.9%	1-200
ATR	0-254	0-261	0-007	2.7%	0-000
Volume	122	1,749	1,627	1,333.6%	4,550

Daily Pivots for day following 17-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-067	115-163	113-072
R3	115-037	114-133	112-296
R2	114-007	114-007	112-264
R1	113-103	113-103	112-232	113-040
PP	112-297	112-297	112-297	112-265
S1	112-073	112-073	112-168	112-010
S2	111-267	111-267	112-136
S3	110-237	111-043	112-104
S4	109-207	110-013	112-008

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	112-170	2-070	2.0%	1-060	1.1%	4%	False	True	1,148
10	114-240	112-170	2-070	2.0%	0-298	0.8%	4%	False	True	856
20	114-240	110-180	4-060	3.7%	0-227	0.6%	49%	False	False	464

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	0-076
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-088
2.618	116-156
1.618	115-126
1.000	114-230
0.618	114-096
HIGH	113-200
0.618	113-066
0.500	113-025
0.382	112-304
LOW	112-170
0.618	111-274
1.000	111-140
1.618	110-244
2.618	109-214
4.250	107-282

Fisher Pivots for day following 17-Jul-2008
Pivot	1 day	3 day
R1	113-025	113-205
PP	112-297	113-097
S1	112-248	112-308

Download as Excel Spreadsheet

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

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