ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 20-Oct-2008

Day Change Summary
	Previous	Current
	17-Oct-2008	20-Oct-2008	Change	Change %	Previous Week
Open	112-035	112-025	-0-010	0.0%	113-050
High	112-285	113-100	0-135	0.4%	113-050
Low	111-150	111-190	0-040	0.1%	111-125
Close	111-295	113-005	1-030	1.0%	111-295
Range	1-135	1-230	0-095	20.9%	1-245
ATR	1-192	1-194	0-003	0.5%	0-000
Volume	702,897	571,559	-131,338	-18.7%	2,639,853

Daily Pivots for day following 20-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-255	117-040	113-308
R3	116-025	115-130	113-156
R2	114-115	114-115	113-106
R1	113-220	113-220	113-055	114-008
PP	112-205	112-205	112-205	112-259
S1	111-310	111-310	112-275	112-098
S2	110-295	110-295	112-224
S3	109-065	110-080	112-174
S4	107-155	108-170	112-022

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	113-100	111-125	1-295	1.7%	1-115	1.2%	85%	True	False	511,308
10	118-020	111-125	6-215	5.9%	1-218	1.5%	24%	False	False	706,805
20	118-020	111-125	6-215	5.9%	1-200	1.4%	24%	False	False	760,625
40	119-115	111-125	7-310	7.1%	1-143	1.3%	20%	False	False	877,095
60	119-115	111-125	7-310	7.1%	1-069	1.1%	20%	False	False	591,410
80	119-115	111-125	7-310	7.1%	1-035	1.0%	20%	False	False	443,801

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-132
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	120-198
2.618	117-260
1.618	116-030
1.000	115-010
0.618	114-120
HIGH	113-100
0.618	112-210
0.500	112-145
0.382	112-080
LOW	111-190
0.618	110-170
1.000	109-280
1.618	108-260
2.618	107-030
4.250	104-092

Fisher Pivots for day following 20-Oct-2008
Pivot	1 day	3 day
R1	112-265	112-254
PP	112-205	112-183
S1	112-145	112-112

Download as Excel Spreadsheet

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

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