ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 15-Aug-2008

Day Change Summary
	Previous	Current
	14-Aug-2008	15-Aug-2008	Change	Change %	Previous Week
Open	114-050	114-160	0-110	0.3%	114-070
High	114-230	115-070	0-160	0.4%	115-070
Low	114-000	114-150	0-150	0.4%	113-100
Close	114-190	114-280	0-090	0.2%	114-280
Range	0-230	0-240	0-010	4.3%	1-290
ATR	0-264	0-263	-0-002	-0.7%	0-000
Volume	32,965	10,111	-22,854	-69.3%	76,261

Daily Pivots for day following 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-033	116-237	115-092
R3	116-113	115-317	115-026
R2	115-193	115-193	115-004
R1	115-077	115-077	114-302	115-135
PP	114-273	114-273	114-273	114-302
S1	114-157	114-157	114-258	114-215
S2	114-033	114-033	114-236
S3	113-113	113-237	114-214
S4	112-193	112-317	114-148

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-060	119-140	115-296
R3	118-090	117-170	115-128
R2	116-120	116-120	115-072
R1	115-200	115-200	115-016	116-000
PP	114-150	114-150	114-150	114-210
S1	113-230	113-230	114-224	114-030
S2	112-180	112-180	114-168
S3	110-210	111-260	114-112
S4	108-240	109-290	113-264

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-070	113-100	1-290	1.7%	0-272	0.7%	82%	True	False	15,252
10	115-070	112-270	2-120	2.1%	0-249	0.7%	86%	True	False	15,183
20	115-070	111-180	3-210	3.2%	0-255	0.7%	91%	True	False	9,551
40	115-070	110-290	4-100	3.8%	0-248	0.7%	92%	True	False	5,010

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	0-034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-130
2.618	117-058
1.618	116-138
1.000	115-310
0.618	115-218
HIGH	115-070
0.618	114-298
0.500	114-270
0.382	114-242
LOW	114-150
0.618	114-002
1.000	113-230
1.618	113-082
2.618	112-162
4.250	111-090

Fisher Pivots for day following 15-Aug-2008
Pivot	1 day	3 day
R1	114-277	114-252
PP	114-273	114-223
S1	114-270	114-195

Download as Excel Spreadsheet

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

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