ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 16-Oct-2008

Day Change Summary
	Previous	Current
	15-Oct-2008	16-Oct-2008	Change	Change %	Previous Week
Open	111-245	112-130	0-205	0.6%	116-140
High	112-155	112-250	0-095	0.3%	118-020
Low	111-160	111-125	-0-035	-0.1%	112-205
Close	111-310	112-095	0-105	0.3%	113-175
Range	0-315	1-125	0-130	41.3%	5-135
ATR	1-202	1-196	-0-005	-1.0%	0-000
Volume	583,558	594,258	10,700	1.8%	4,771,983

Daily Pivots for day following 16-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-105	115-225	113-020
R3	114-300	114-100	112-217
R2	113-175	113-175	112-177
R1	112-295	112-295	112-136	112-172
PP	112-050	112-050	112-050	111-309
S1	111-170	111-170	112-054	111-048
S2	110-245	110-245	112-013
S3	109-120	110-045	111-293
S4	107-315	108-240	111-170

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	114-300	111-125	3-175	3.2%	1-123	1.2%	26%	False	True	545,973
10	118-020	111-125	6-215	5.9%	1-226	1.5%	14%	False	True	743,501
20	118-020	111-125	6-215	5.9%	1-209	1.5%	14%	False	True	814,159
40	119-115	111-125	7-310	7.1%	1-130	1.3%	11%	False	True	848,472
60	119-115	111-125	7-310	7.1%	1-063	1.1%	11%	False	True	570,320
80	119-115	110-300	8-135	7.5%	1-028	1.0%	16%	False	False	427,879

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-124
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-221
2.618	116-135
1.618	115-010
1.000	114-055
0.618	113-205
HIGH	112-250
0.618	112-080
0.500	112-028
0.382	111-295
LOW	111-125
0.618	110-170
1.000	110-000
1.618	109-045
2.618	107-240
4.250	105-154

Fisher Pivots for day following 16-Oct-2008
Pivot	1 day	3 day
R1	112-072	112-076
PP	112-050	112-057
S1	112-028	112-038

Download as Excel Spreadsheet

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

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