ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 20-Aug-2008

Day Change Summary
	Previous	Current
	19-Aug-2008	20-Aug-2008	Change	Change %	Previous Week
Open	115-090	115-030	-0-060	-0.2%	114-070
High	115-140	115-200	0-060	0.2%	115-070
Low	114-300	114-290	-0-010	0.0%	113-100
Close	115-020	115-140	0-120	0.3%	114-280
Range	0-160	0-230	0-070	43.8%	1-290
ATR	0-247	0-246	-0-001	-0.5%	0-000
Volume	13,535	62,506	48,971	361.8%	76,261

Daily Pivots for day following 20-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-153	117-057	115-266
R3	116-243	116-147	115-203
R2	116-013	116-013	115-182
R1	115-237	115-237	115-161	115-285
PP	115-103	115-103	115-103	115-128
S1	115-007	115-007	115-119	115-055
S2	114-193	114-193	115-098
S3	113-283	114-097	115-077
S4	113-053	113-187	115-014

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	115-200	114-000	1-200	1.4%	0-200	0.5%	88%	True	False	26,821
10	115-200	113-080	2-120	2.1%	0-248	0.7%	92%	True	False	19,218
20	115-200	112-010	3-190	3.1%	0-249	0.7%	95%	True	False	14,017
40	115-200	110-300	4-220	4.1%	0-247	0.7%	96%	True	False	7,286

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-218
2.618	117-162
1.618	116-252
1.000	116-110
0.618	116-022
HIGH	115-200
0.618	115-112
0.500	115-085
0.382	115-058
LOW	114-290
0.618	114-148
1.000	114-060
1.618	113-238
2.618	113-008
4.250	111-272

Fisher Pivots for day following 20-Aug-2008
Pivot	1 day	3 day
R1	115-122	115-117
PP	115-103	115-093
S1	115-085	115-070

Download as Excel Spreadsheet

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

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