ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 24-Jul-2008

Day Change Summary
	Previous	Current
	23-Jul-2008	24-Jul-2008	Change	Change %	Previous Week
Open	111-270	112-010	0-060	0.2%	112-250
High	111-310	112-310	1-000	0.9%	114-240
Low	111-180	112-010	0-150	0.4%	112-090
Close	111-230	112-280	1-050	1.0%	112-110
Range	0-130	0-300	0-170	130.8%	2-150
ATR	0-257	0-267	0-010	4.0%	0-000
Volume	1,461	4,328	2,867	196.2%	3,571

Daily Pivots for day following 24-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-140	115-030	113-125
R3	114-160	114-050	113-042
R2	113-180	113-180	113-015
R1	113-070	113-070	112-308	113-125
PP	112-200	112-200	112-200	112-228
S1	112-090	112-090	112-252	112-145
S2	111-220	111-220	112-225
S3	110-240	111-110	112-198
S4	109-260	110-130	112-115

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	113-030	111-180	1-170	1.4%	0-242	0.7%	86%	False	False	1,230
10	114-240	111-180	3-060	2.8%	0-311	0.9%	41%	False	False	1,189
20	114-240	111-180	3-060	2.8%	0-249	0.7%	41%	False	False	740

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	0-053
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-305
2.618	115-135
1.618	114-155
1.000	113-290
0.618	113-175
HIGH	112-310
0.618	112-195
0.500	112-160
0.382	112-125
LOW	112-010
0.618	111-145
1.000	111-030
1.618	110-165
2.618	109-185
4.250	108-015

Fisher Pivots for day following 24-Jul-2008
Pivot	1 day	3 day
R1	112-240	112-215
PP	112-200	112-150
S1	112-160	112-085

Download as Excel Spreadsheet

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

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