ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 14-Oct-2008

Day Change Summary
	Previous	Current
	13-Oct-2008	14-Oct-2008	Change	Change %	Previous Week
Open	113-050	112-065	-0-305	-0.8%	116-140
High	113-050	112-270	-0-100	-0.3%	118-020
Low	112-060	111-180	-0-200	-0.6%	112-205
Close	112-080	112-045	-0-035	-0.1%	113-175
Range	0-310	1-090	0-100	32.3%	5-135
ATR	1-227	1-217	-0-010	-1.8%	0-000
Volume	654,871	104,269	-550,602	-84.1%	4,771,983

Daily Pivots for day following 14-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-008	115-117	112-270
R3	114-238	114-027	112-158
R2	113-148	113-148	112-120
R1	112-257	112-257	112-083	112-158
PP	112-058	112-058	112-058	112-009
S1	111-167	111-167	112-007	111-068
S2	110-288	110-288	111-290
S3	109-198	110-077	111-252
S4	108-108	108-307	111-140

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	111-180	6-160	5.8%	2-017	1.8%	9%	False	True	758,240
10	118-020	111-180	6-160	5.8%	1-224	1.5%	9%	False	True	784,964
20	119-020	111-180	7-160	6.7%	1-226	1.5%	8%	False	True	891,961
40	119-115	111-180	7-255	7.0%	1-120	1.2%	7%	False	True	820,927
60	119-115	111-180	7-255	7.0%	1-058	1.1%	7%	False	True	550,715
80	119-115	110-290	8-145	7.5%	1-023	1.0%	15%	False	False	413,156

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	0-120
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-092
2.618	116-063
1.618	114-293
1.000	114-040
0.618	113-203
HIGH	112-270
0.618	112-113
0.500	112-065
0.382	112-017
LOW	111-180
0.618	110-247
1.000	110-090
1.618	109-157
2.618	108-067
4.250	106-038

Fisher Pivots for day following 14-Oct-2008
Pivot	1 day	3 day
R1	112-065	113-080
PP	112-058	112-282
S1	112-052	112-163

Download as Excel Spreadsheet

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

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