ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 26-Aug-2008

Day Change Summary
	Previous	Current
	25-Aug-2008	26-Aug-2008	Change	Change %	Previous Week
Open	114-240	115-200	0-280	0.8%	115-010
High	115-260	115-260	0-000	0.0%	115-200
Low	114-240	115-100	0-180	0.5%	114-170
Close	115-190	115-180	-0-010	0.0%	114-250
Range	1-020	0-160	-0-180	-52.9%	1-030
ATR	0-251	0-244	-0-006	-2.6%	0-000
Volume	166,209	268,733	102,524	61.7%	220,557

Daily Pivots for day following 26-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-020	116-260	115-268
R3	116-180	116-100	115-224
R2	116-020	116-020	115-209
R1	115-260	115-260	115-195	115-220
PP	115-180	115-180	115-180	115-160
S1	115-100	115-100	115-165	115-060
S2	115-020	115-020	115-151
S3	114-180	114-260	115-136
S4	114-020	114-100	115-092

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	115-260	114-170	1-090	1.1%	0-238	0.6%	80%	True	False	125,395
10	115-260	114-000	1-260	1.6%	0-221	0.6%	86%	True	False	72,400
20	115-260	112-070	3-190	3.1%	0-242	0.7%	93%	True	False	41,190
40	115-260	111-180	4-080	3.7%	0-254	0.7%	94%	True	False	21,380

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-045
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	117-300
2.618	117-039
1.618	116-199
1.000	116-100
0.618	116-039
HIGH	115-260
0.618	115-199
0.500	115-180
0.382	115-161
LOW	115-100
0.618	115-001
1.000	114-260
1.618	114-161
2.618	114-001
4.250	113-060

Fisher Pivots for day following 26-Aug-2008
Pivot	1 day	3 day
R1	115-180	115-138
PP	115-180	115-097
S1	115-180	115-055

Download as Excel Spreadsheet

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

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