ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	113-030	112-280	-0-070	-0.2%	112-070
High	113-030	113-030	0-000	0.0%	113-050
Low	112-140	112-070	-0-070	-0.2%	111-180
Close	112-260	112-270	0-010	0.0%	112-050
Range	0-210	0-280	0-070	33.3%	1-190
ATR	0-270	0-271	0-001	0.3%	0-000
Volume	10,041	3,731	-6,310	-62.8%	10,813

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-110	114-310	113-104
R3	114-150	114-030	113-027
R2	113-190	113-190	113-001
R1	113-070	113-070	112-296	112-310
PP	112-230	112-230	112-230	112-190
S1	112-110	112-110	112-244	112-030
S2	111-270	111-270	112-219
S3	110-310	111-150	112-193
S4	110-030	110-190	112-116

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	112-010	1-040	1.0%	0-278	0.8%	72%	False	False	4,949
10	113-200	111-180	2-020	1.8%	0-265	0.7%	62%	False	False	2,832
20	114-240	111-180	3-060	2.8%	0-272	0.8%	40%	False	False	1,757
40	114-240	109-270	4-290	4.3%	0-190	0.5%	61%	False	False	1,033

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-048
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	116-260
2.618	115-123
1.618	114-163
1.000	113-310
0.618	113-203
HIGH	113-030
0.618	112-243
0.500	112-210
0.382	112-177
LOW	112-070
0.618	111-217
1.000	111-110
1.618	110-257
2.618	109-297
4.250	108-160

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	112-250	112-253
PP	112-230	112-237
S1	112-210	112-220

Download as Excel Spreadsheet

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

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