ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 10-Oct-2008

Day Change Summary
	Previous	Current
	09-Oct-2008	10-Oct-2008	Change	Change %	Previous Week
Open	115-115	114-080	-1-035	-1.0%	116-140
High	115-130	114-300	-0-150	-0.4%	118-020
Low	113-160	112-205	-0-275	-0.8%	112-205
Close	113-170	113-175	0-005	0.0%	113-175
Range	1-290	2-095	0-125	20.5%	5-135
ATR	1-222	1-236	0-014	2.5%	0-000
Volume	1,375,860	792,911	-582,949	-42.4%	4,771,983

Daily Pivots for day following 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-192	119-118	114-259
R3	118-097	117-023	114-057
R2	116-002	116-002	113-310
R1	114-248	114-248	113-242	114-078
PP	113-227	113-227	113-227	113-141
S1	112-153	112-153	113-108	111-302
S2	111-132	111-132	113-040
S3	109-037	110-058	112-293
S4	106-262	107-283	112-091

Weekly Pivots for week ending 10-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	131-005	127-225	116-169
R3	125-190	122-090	115-012
R2	120-055	120-055	114-173
R1	116-275	116-275	114-014	115-258
PP	114-240	114-240	114-240	114-071
S1	111-140	111-140	113-016	110-122
S2	109-105	109-105	112-177
S3	103-290	106-005	112-018
S4	98-155	100-190	110-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-020	112-205	5-135	4.8%	2-046	1.9%	17%	False	True	954,396
10	118-020	112-205	5-135	4.8%	2-026	1.8%	17%	False	True	865,481
20	119-115	112-205	6-230	5.9%	1-254	1.6%	13%	False	True	979,694
40	119-115	112-205	6-230	5.9%	1-112	1.2%	13%	False	True	802,576
60	119-115	111-180	7-255	6.9%	1-053	1.0%	25%	False	False	538,068
80	119-115	110-180	8-255	7.7%	1-017	0.9%	34%	False	False	403,667

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	0-112
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	124-224
2.618	120-304
1.618	118-209
1.000	117-075
0.618	116-114
HIGH	114-300
0.618	114-019
0.500	113-252
0.382	113-166
LOW	112-205
0.618	111-071
1.000	110-110
1.618	108-296
2.618	106-201
4.250	102-281

Fisher Pivots for day following 10-Oct-2008
Pivot	1 day	3 day
R1	113-252	115-112
PP	113-227	114-240
S1	113-201	114-048

Download as Excel Spreadsheet

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

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