ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 19-Aug-2008

Day Change Summary
	Previous	Current
	18-Aug-2008	19-Aug-2008	Change	Change %	Previous Week
Open	115-010	115-090	0-080	0.2%	114-070
High	115-080	115-140	0-060	0.2%	115-070
Low	114-260	114-300	0-040	0.1%	113-100
Close	115-060	115-020	-0-040	-0.1%	114-280
Range	0-140	0-160	0-020	14.3%	1-290
ATR	0-254	0-247	-0-007	-2.6%	0-000
Volume	14,988	13,535	-1,453	-9.7%	76,261

Daily Pivots for day following 19-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-207	116-113	115-108
R3	116-047	115-273	115-064
R2	115-207	115-207	115-049
R1	115-113	115-113	115-035	115-080
PP	115-047	115-047	115-047	115-030
S1	114-273	114-273	115-005	114-240
S2	114-207	114-207	114-311
S3	114-047	114-113	114-296
S4	113-207	113-273	114-252

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	115-140	114-000	1-140	1.2%	0-204	0.6%	74%	True	False	19,406
10	115-140	112-270	2-190	2.3%	0-250	0.7%	86%	True	False	14,282
20	115-140	111-180	3-280	3.4%	0-244	0.7%	90%	True	False	10,965
40	115-140	110-300	4-160	3.9%	0-246	0.7%	92%	True	False	5,723

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-180
2.618	116-239
1.618	116-079
1.000	115-300
0.618	115-239
HIGH	115-140
0.618	115-079
0.500	115-060
0.382	115-041
LOW	114-300
0.618	114-201
1.000	114-140
1.618	114-041
2.618	113-201
4.250	112-260

Fisher Pivots for day following 19-Aug-2008
Pivot	1 day	3 day
R1	115-060	115-008
PP	115-047	114-317
S1	115-033	114-305

Download as Excel Spreadsheet

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

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