ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 29-Jul-2008

Day Change Summary
	Previous	Current
	28-Jul-2008	29-Jul-2008	Change	Change %	Previous Week
Open	112-100	113-030	0-250	0.7%	112-070
High	113-050	113-030	-0-020	-0.1%	113-050
Low	112-100	112-140	0-040	0.1%	111-180
Close	113-000	112-260	-0-060	-0.2%	112-050
Range	0-270	0-210	-0-060	-22.2%	1-190
ATR	0-275	0-270	-0-005	-1.7%	0-000
Volume	1,882	10,041	8,159	433.5%	10,813

Daily Pivots for day following 29-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-240	114-140	113-056
R3	114-030	113-250	112-318
R2	113-140	113-140	112-298
R1	113-040	113-040	112-279	112-305
PP	112-250	112-250	112-250	112-222
S1	112-150	112-150	112-241	112-095
S2	112-040	112-040	112-222
S3	111-150	111-260	112-202
S4	110-260	111-050	112-144

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%	0-248	0.7%	78%	False	False	4,495
10	114-160	111-180	2-300	2.6%	0-271	0.8%	43%	False	False	2,471
20	114-240	111-180	3-060	2.8%	0-266	0.7%	39%	False	False	1,570

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-282
2.618	114-260
1.618	114-050
1.000	113-240
0.618	113-160
HIGH	113-030
0.618	112-270
0.500	112-245
0.382	112-220
LOW	112-140
0.618	112-010
1.000	111-250
1.618	111-120
2.618	110-230
4.250	109-208

Fisher Pivots for day following 29-Jul-2008
Pivot	1 day	3 day
R1	112-255	112-242
PP	112-250	112-223
S1	112-245	112-205

Download as Excel Spreadsheet

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

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