ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 21-Oct-2008

Day Change Summary
	Previous	Current
	20-Oct-2008	21-Oct-2008	Change	Change %	Previous Week
Open	112-025	113-060	1-035	1.0%	113-050
High	113-100	114-175	1-075	1.1%	113-050
Low	111-190	113-010	1-140	1.3%	111-125
Close	113-005	114-160	1-155	1.3%	111-295
Range	1-230	1-165	-0-065	-11.8%	1-245
ATR	1-194	1-193	-0-002	-0.3%	0-000
Volume	571,559	472,568	-98,991	-17.3%	2,639,853

Daily Pivots for day following 21-Oct-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-183	118-017	115-107
R3	117-018	116-172	114-293
R2	115-173	115-173	114-249
R1	115-007	115-007	114-204	115-090
PP	114-008	114-008	114-008	114-050
S1	113-162	113-162	114-116	113-245
S2	112-163	112-163	114-071
S3	110-318	111-317	114-027
S4	109-153	110-152	113-213

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	114-175	111-125	3-050	2.8%	1-130	1.2%	99%	True	False	584,968
10	118-020	111-125	6-215	5.8%	1-234	1.5%	47%	False	False	671,604
20	118-020	111-125	6-215	5.8%	1-209	1.4%	47%	False	False	742,852
40	119-115	111-125	7-310	7.0%	1-147	1.3%	39%	False	False	884,754
60	119-115	111-125	7-310	7.0%	1-073	1.1%	39%	False	False	599,254
80	119-115	111-125	7-310	7.0%	1-040	1.0%	39%	False	False	449,708

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	0-135
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-316
2.618	118-165
1.618	117-000
1.000	116-020
0.618	115-155
HIGH	114-175
0.618	113-310
0.500	113-252
0.382	113-195
LOW	113-010
0.618	112-030
1.000	111-165
1.618	110-185
2.618	109-020
4.250	106-189

Fisher Pivots for day following 21-Oct-2008
Pivot	1 day	3 day
R1	114-084	114-001
PP	114-008	113-162
S1	113-252	113-002

Download as Excel Spreadsheet

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

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