ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 04-Aug-2008

Day Change Summary
	Previous	Current
	01-Aug-2008	04-Aug-2008	Change	Change %	Previous Week
Open	113-250	113-200	-0-050	-0.1%	112-100
High	114-020	114-020	0-000	0.0%	114-020
Low	113-120	113-180	0-060	0.2%	112-070
Close	113-250	113-200	-0-050	-0.1%	113-250
Range	0-220	0-160	-0-060	-27.3%	1-270
ATR	0-272	0-264	-0-008	-2.9%	0-000
Volume	10,382	12,146	1,764	17.0%	28,387

Daily Pivots for day following 04-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-080	114-300	113-288
R3	114-240	114-140	113-244
R2	114-080	114-080	113-229
R1	113-300	113-300	113-215	113-280
PP	113-240	113-240	113-240	113-230
S1	113-140	113-140	113-185	113-120
S2	113-080	113-080	113-171
S3	112-240	112-300	113-156
S4	112-080	112-140	113-112

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-283	118-057	114-254
R3	117-013	116-107	114-092
R2	115-063	115-063	114-038
R1	114-157	114-157	113-304	114-270
PP	113-113	113-113	113-113	113-170
S1	112-207	112-207	113-196	113-000
S2	111-163	111-163	113-142
S3	109-213	110-257	113-088
S4	107-263	108-307	112-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-020	112-070	1-270	1.6%	0-244	0.7%	76%	True	False	7,730
10	114-020	111-180	2-160	2.2%	0-256	0.7%	83%	True	False	5,113
20	114-240	111-180	3-060	2.8%	0-276	0.8%	65%	False	False	2,972
40	114-240	109-270	4-290	4.3%	0-208	0.6%	77%	False	False	1,519

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	116-060
2.618	115-119
1.618	114-279
1.000	114-180
0.618	114-119
HIGH	114-020
0.618	113-279
0.500	113-260
0.382	113-241
LOW	113-180
0.618	113-081
1.000	113-020
1.618	112-241
2.618	112-081
4.250	111-140

Fisher Pivots for day following 04-Aug-2008
Pivot	1 day	3 day
R1	113-260	113-178
PP	113-240	113-157
S1	113-220	113-135

Download as Excel Spreadsheet

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

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