ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 25-Jul-2008

Day Change Summary
	Previous	Current
	24-Jul-2008	25-Jul-2008	Change	Change %	Previous Week
Open	112-010	113-010	1-000	0.9%	112-070
High	112-310	113-050	0-060	0.2%	113-050
Low	112-010	112-040	0-030	0.1%	111-180
Close	112-280	112-050	-0-230	-0.6%	112-050
Range	0-300	1-010	0-030	10.0%	1-190
ATR	0-267	0-271	0-005	1.7%	0-000
Volume	4,328	4,766	438	10.1%	10,813

Daily Pivots for day following 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-183	114-287	112-232
R3	114-173	113-277	112-141
R2	113-163	113-163	112-110
R1	112-267	112-267	112-080	112-210
PP	112-153	112-153	112-153	112-125
S1	111-257	111-257	112-020	111-200
S2	111-143	111-143	111-310
S3	110-133	110-247	111-279
S4	109-123	109-237	111-188

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-023	116-067	113-010
R3	115-153	114-197	112-190
R2	113-283	113-283	112-144
R1	113-007	113-007	112-097	112-210
PP	112-093	112-093	112-093	112-035
S1	111-137	111-137	112-003	111-020
S2	110-223	110-223	111-276
S3	109-033	109-267	111-230
S4	107-163	108-077	111-090

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-050	111-180	1-190	1.4%	0-256	0.7%	37%	True	False	2,162
10	114-240	111-180	3-060	2.8%	0-295	0.8%	19%	False	False	1,438
20	114-240	111-180	3-060	2.8%	0-254	0.7%	19%	False	False	976

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-046
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	117-172
2.618	115-274
1.618	114-264
1.000	114-060
0.618	113-254
HIGH	113-050
0.618	112-244
0.500	112-205
0.382	112-166
LOW	112-040
0.618	111-156
1.000	111-030
1.618	110-146
2.618	109-136
4.250	107-238

Fisher Pivots for day following 25-Jul-2008
Pivot	1 day	3 day
R1	112-205	112-115
PP	112-153	112-093
S1	112-102	112-072

Download as Excel Spreadsheet

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

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