ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 22-Aug-2008

Day Change Summary
	Previous	Current
	21-Aug-2008	22-Aug-2008	Change	Change %	Previous Week
Open	115-120	115-060	-0-060	-0.2%	115-010
High	115-200	115-070	-0-130	-0.4%	115-200
Low	114-280	114-170	-0-110	-0.3%	114-170
Close	115-020	114-250	-0-090	-0.2%	114-250
Range	0-240	0-220	-0-020	-8.3%	1-030
ATR	0-246	0-244	-0-002	-0.7%	0-000
Volume	75,234	54,294	-20,940	-27.8%	220,557

Daily Pivots for day following 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-290	116-170	115-051
R3	116-070	115-270	114-310
R2	115-170	115-170	114-290
R1	115-050	115-050	114-270	115-000
PP	114-270	114-270	114-270	114-245
S1	114-150	114-150	114-230	114-100
S2	114-050	114-050	114-210
S3	113-150	113-250	114-190
S4	112-250	113-030	114-129

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-083	117-197	115-122
R3	117-053	116-167	115-026
R2	116-023	116-023	114-314
R1	115-137	115-137	114-282	115-065
PP	114-313	114-313	114-313	114-278
S1	114-107	114-107	114-218	114-035
S2	113-283	113-283	114-186
S3	112-253	113-077	114-154
S4	111-223	112-047	114-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-200	114-170	1-030	1.0%	0-198	0.5%	23%	False	True	44,111
10	115-200	113-100	2-100	2.0%	0-235	0.6%	64%	False	False	29,681
20	115-200	112-070	3-130	3.0%	0-240	0.7%	75%	False	False	20,039
40	115-200	111-180	4-020	3.5%	0-248	0.7%	79%	False	False	10,507

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-045
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-045
2.618	117-006
1.618	116-106
1.000	115-290
0.618	115-206
HIGH	115-070
0.618	114-306
0.500	114-280
0.382	114-254
LOW	114-170
0.618	114-034
1.000	113-270
1.618	113-134
2.618	112-234
4.250	111-195

Fisher Pivots for day following 22-Aug-2008
Pivot	1 day	3 day
R1	114-280	115-025
PP	114-270	114-313
S1	114-260	114-282

Download as Excel Spreadsheet

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

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