ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 17-Oct-2008

Day Change Summary
	Previous	Current
	16-Oct-2008	17-Oct-2008	Change	Change %	Previous Week
Open	112-130	112-035	-0-095	-0.3%	113-050
High	112-250	112-285	0-035	0.1%	113-050
Low	111-125	111-150	0-025	0.1%	111-125
Close	112-095	111-295	-0-120	-0.3%	111-295
Range	1-125	1-135	0-010	2.2%	1-245
ATR	1-196	1-192	-0-004	-0.8%	0-000
Volume	594,258	702,897	108,639	18.3%	2,639,853

Daily Pivots for day following 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-115	115-180	112-225
R3	114-300	114-045	112-100
R2	113-165	113-165	112-058
R1	112-230	112-230	112-017	112-130
PP	112-030	112-030	112-030	111-300
S1	111-095	111-095	111-253	110-315
S2	110-215	110-215	111-212
S3	109-080	109-280	111-170
S4	107-265	108-145	111-045

Weekly Pivots for week ending 17-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-145	116-145	112-286
R3	115-220	114-220	112-130
R2	113-295	113-295	112-079
R1	112-295	112-295	112-027	112-172
PP	112-050	112-050	112-050	111-309
S1	111-050	111-050	111-243	110-248
S2	110-125	110-125	111-191
S3	108-200	109-125	111-140
S4	106-275	107-200	110-304

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-050	111-125	1-245	1.6%	1-067	1.1%	30%	False	False	527,970
10	118-020	111-125	6-215	6.0%	1-216	1.5%	8%	False	False	741,183
20	118-020	111-125	6-215	6.0%	1-190	1.4%	8%	False	False	792,312
40	119-115	111-125	7-310	7.1%	1-135	1.3%	7%	False	False	864,163
60	119-115	111-125	7-310	7.1%	1-065	1.1%	7%	False	False	581,963
80	119-115	111-125	7-310	7.1%	1-031	1.0%	7%	False	False	436,657

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-118
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-299
2.618	116-196
1.618	115-061
1.000	114-100
0.618	113-246
HIGH	112-285
0.618	112-111
0.500	112-058
0.382	112-004
LOW	111-150
0.618	110-189
1.000	110-015
1.618	109-054
2.618	107-239
4.250	105-136

Fisher Pivots for day following 17-Oct-2008
Pivot	1 day	3 day
R1	112-058	112-045
PP	112-030	112-022
S1	112-002	111-318

Download as Excel Spreadsheet

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

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