ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 05-Aug-2008

Day Change Summary
	Previous	Current
	04-Aug-2008	05-Aug-2008	Change	Change %	Previous Week
Open	113-200	113-220	0-020	0.1%	112-100
High	114-020	113-230	-0-110	-0.3%	114-020
Low	113-180	113-100	-0-080	-0.2%	112-070
Close	113-200	113-150	-0-050	-0.1%	113-250
Range	0-160	0-130	-0-030	-18.8%	1-270
ATR	0-264	0-255	-0-010	-3.6%	0-000
Volume	12,146	25,386	13,240	109.0%	28,387

Daily Pivots for day following 05-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-230	114-160	113-222
R3	114-100	114-030	113-186
R2	113-290	113-290	113-174
R1	113-220	113-220	113-162	113-190
PP	113-160	113-160	113-160	113-145
S1	113-090	113-090	113-138	113-060
S2	113-030	113-030	113-126
S3	112-220	112-280	113-114
S4	112-090	112-150	113-078

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%	0-228	0.6%	68%	False	False	10,799
10	114-020	111-180	2-160	2.2%	0-238	0.7%	76%	False	False	7,647
20	114-240	111-180	3-060	2.8%	0-274	0.8%	60%	False	False	4,235
40	114-240	109-270	4-290	4.3%	0-212	0.6%	74%	False	False	2,154

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-030
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	115-142
2.618	114-250
1.618	114-120
1.000	114-040
0.618	113-310
HIGH	113-230
0.618	113-180
0.500	113-165
0.382	113-150
LOW	113-100
0.618	113-020
1.000	112-290
1.618	112-210
2.618	112-080
4.250	111-188

Fisher Pivots for day following 05-Aug-2008
Pivot	1 day	3 day
R1	113-165	113-220
PP	113-160	113-197
S1	113-155	113-173

Download as Excel Spreadsheet

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

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