ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 18-Jul-2008

Day Change Summary
	Previous	Current
	17-Jul-2008	18-Jul-2008	Change	Change %	Previous Week
Open	113-040	112-110	-0-250	-0.7%	112-250
High	113-200	113-030	-0-170	-0.5%	114-240
Low	112-170	112-090	-0-080	-0.2%	112-090
Close	112-200	112-110	-0-090	-0.2%	112-110
Range	1-030	0-260	-0-090	-25.7%	2-150
ATR	0-261	0-261	0-000	0.0%	0-000
Volume	1,749	107	-1,642	-93.9%	3,571

Daily Pivots for day following 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-003	114-157	112-253
R3	114-063	113-217	112-182
R2	113-123	113-123	112-158
R1	112-277	112-277	112-134	112-240
PP	112-183	112-183	112-183	112-165
S1	112-017	112-017	112-086	111-300
S2	111-243	111-243	112-062
S3	110-303	111-077	112-038
S4	110-043	110-137	111-287

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-170	118-290	113-224
R3	118-020	116-140	113-007
R2	115-190	115-190	112-255
R1	113-310	113-310	112-182	113-175
PP	113-040	113-040	113-040	112-292
S1	111-160	111-160	112-038	111-025
S2	110-210	110-210	111-285
S3	108-060	109-010	111-213
S4	105-230	106-180	110-316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-240	112-090	2-150	2.2%	1-014	0.9%	3%	False	True	714
10	114-240	112-090	2-150	2.2%	0-309	0.9%	3%	False	True	812
20	114-240	110-290	3-270	3.4%	0-240	0.7%	37%	False	False	469

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	0-072
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-175
2.618	115-071
1.618	114-131
1.000	113-290
0.618	113-191
HIGH	113-030
0.618	112-251
0.500	112-220
0.382	112-189
LOW	112-090
0.618	111-249
1.000	111-150
1.618	110-309
2.618	110-049
4.250	108-265

Fisher Pivots for day following 18-Jul-2008
Pivot	1 day	3 day
R1	112-220	113-125
PP	112-183	113-013
S1	112-147	112-222

Download as Excel Spreadsheet

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

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