ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 28-Jul-2008

Day Change Summary
	Previous	Current
	25-Jul-2008	28-Jul-2008	Change	Change %	Previous Week
Open	113-010	112-100	-0-230	-0.6%	112-070
High	113-050	113-050	0-000	0.0%	113-050
Low	112-040	112-100	0-060	0.2%	111-180
Close	112-050	113-000	0-270	0.8%	112-050
Range	1-010	0-270	-0-060	-18.2%	1-190
ATR	0-271	0-275	0-003	1.3%	0-000
Volume	4,766	1,882	-2,884	-60.5%	10,813

Daily Pivots for day following 28-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-113	115-007	113-148
R3	114-163	114-057	113-074
R2	113-213	113-213	113-050
R1	113-107	113-107	113-025	113-160
PP	112-263	112-263	112-263	112-290
S1	112-157	112-157	112-295	112-210
S2	111-313	111-313	112-270
S3	111-043	111-207	112-246
S4	110-093	110-257	112-172

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%	0-268	0.7%	90%	True	False	2,496
10	114-240	111-180	3-060	2.8%	0-274	0.8%	45%	False	False	1,507
20	114-240	111-180	3-060	2.8%	0-262	0.7%	45%	False	False	1,069

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	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-238
2.618	115-117
1.618	114-167
1.000	114-000
0.618	113-217
HIGH	113-050
0.618	112-267
0.500	112-235
0.382	112-203
LOW	112-100
0.618	111-253
1.000	111-150
1.618	110-303
2.618	110-033
4.250	108-232

Fisher Pivots for day following 28-Jul-2008
Pivot	1 day	3 day
R1	112-292	112-277
PP	112-263	112-233
S1	112-235	112-190

Download as Excel Spreadsheet

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

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