ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 15-Oct-2008

Day Change Summary
	Previous	Current
	14-Oct-2008	15-Oct-2008	Change	Change %	Previous Week
Open	112-065	111-245	-0-140	-0.4%	116-140
High	112-270	112-155	-0-115	-0.3%	118-020
Low	111-180	111-160	-0-020	-0.1%	112-205
Close	112-045	111-310	-0-055	-0.2%	113-175
Range	1-090	0-315	-0-095	-23.2%	5-135
ATR	1-217	1-202	-0-016	-3.0%	0-000
Volume	104,269	583,558	479,289	459.7%	4,771,983

Daily Pivots for day following 15-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-300	114-140	112-163
R3	113-305	113-145	112-077
R2	112-310	112-310	112-048
R1	112-150	112-150	112-019	112-230
PP	111-315	111-315	111-315	112-035
S1	111-155	111-155	111-281	111-235
S2	111-000	111-000	111-252
S3	110-005	110-160	111-223
S4	109-010	109-165	111-137

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	115-130	111-160	3-290	3.5%	1-156	1.3%	12%	False	True	702,293
10	118-020	111-160	6-180	5.9%	1-210	1.5%	7%	False	True	762,874
20	118-315	111-160	7-155	6.7%	1-210	1.5%	6%	False	True	843,947
40	119-115	111-160	7-275	7.0%	1-124	1.2%	6%	False	True	835,178
60	119-115	111-160	7-275	7.0%	1-058	1.1%	6%	False	True	560,440
80	119-115	110-300	8-135	7.5%	1-025	1.0%	12%	False	False	420,451

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	0-123
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-214
2.618	115-020
1.618	114-025
1.000	113-150
0.618	113-030
HIGH	112-155
0.618	112-035
0.500	111-318
0.382	111-280
LOW	111-160
0.618	110-285
1.000	110-165
1.618	109-290
2.618	108-295
4.250	107-101

Fisher Pivots for day following 15-Oct-2008
Pivot	1 day	3 day
R1	111-318	112-105
PP	111-315	112-067
S1	111-312	112-028

Download as Excel Spreadsheet

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

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