ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 11-Aug-2008

Day Change Summary
	Previous	Current
	08-Aug-2008	11-Aug-2008	Change	Change %	Previous Week
Open	114-100	114-070	-0-030	-0.1%	113-200
High	114-180	114-120	-0-060	-0.2%	114-180
Low	114-000	113-100	-0-220	-0.6%	112-270
Close	114-030	113-210	-0-140	-0.4%	114-030
Range	0-180	1-020	0-160	88.9%	1-230
ATR	0-259	0-265	0-006	2.2%	0-000
Volume	12,302	5,367	-6,935	-56.4%	75,576

Daily Pivots for day following 11-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-310	116-120	114-077
R3	115-290	115-100	113-304
R2	114-270	114-270	113-272
R1	114-080	114-080	113-241	114-005
PP	113-250	113-250	113-250	113-212
S1	113-060	113-060	113-179	112-305
S2	112-230	112-230	113-148
S3	111-210	112-040	113-116
S4	110-190	111-020	113-023

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-317	118-083	115-012
R3	117-087	116-173	114-181
R2	115-177	115-177	114-131
R1	114-263	114-263	114-080	115-060
PP	113-267	113-267	113-267	114-005
S1	113-033	113-033	113-300	113-150
S2	112-037	112-037	113-249
S3	110-127	111-123	113-199
S4	108-217	109-213	113-048

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-180	112-270	1-230	1.5%	0-262	0.7%	47%	False	False	13,759
10	114-180	112-070	2-110	2.1%	0-253	0.7%	61%	False	False	10,744
20	114-240	111-180	3-060	2.8%	0-264	0.7%	66%	False	False	6,126
40	114-240	110-030	4-210	4.1%	0-229	0.6%	77%	False	False	3,238

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-285
2.618	117-050
1.618	116-030
1.000	115-140
0.618	115-010
HIGH	114-120
0.618	113-310
0.500	113-270
0.382	113-230
LOW	113-100
0.618	112-210
1.000	112-080
1.618	111-190
2.618	110-170
4.250	108-255

Fisher Pivots for day following 11-Aug-2008
Pivot	1 day	3 day
R1	113-270	113-290
PP	113-250	113-263
S1	113-230	113-237

Download as Excel Spreadsheet

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

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