ECBOT 10 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 18-Dec-2008

Day Change Summary
	Previous	Current
	17-Dec-2008	18-Dec-2008	Change	Change %	Previous Week
Open	129-305	129-250	-0-055	-0.1%	125-155
High	130-255	130-210	-0-045	-0.1%	128-000
Low	129-165	129-250	0-085	0.2%	124-150
Close	129-225	130-030	0-125	0.3%	127-060
Range	1-090	0-280	-0-130	-31.7%	3-170
ATR	1-204	1-189	-0-016	-3.0%	0-000
Volume	8,024	19,951	11,927	148.6%	95,317

Daily Pivots for day following 18-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	132-257	132-103	130-184
R3	131-297	131-143	130-107
R2	131-017	131-017	130-081
R1	130-183	130-183	130-056	130-260
PP	130-057	130-057	130-057	130-095
S1	129-223	129-223	130-004	129-300
S2	129-097	129-097	129-299
S3	128-137	128-263	129-273
S4	127-177	127-303	129-196

Weekly Pivots for week ending 12-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	137-047	135-223	129-042
R3	133-197	132-053	128-051
R2	130-027	130-027	127-267
R1	128-203	128-203	127-164	129-115
PP	126-177	126-177	126-177	126-292
S1	125-033	125-033	126-276	125-265
S2	123-007	123-007	126-173
S3	119-157	121-183	126-069
S4	115-307	118-013	125-078

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-255	125-190	5-065	4.0%	1-248	1.4%	86%	False	False	11,694
10	130-255	124-150	6-105	4.9%	1-191	1.2%	89%	False	False	17,962
20	130-255	119-075	11-180	8.9%	1-214	1.3%	94%	False	False	257,689
40	130-255	112-275	17-300	13.8%	1-148	1.1%	96%	False	False	375,010
60	130-255	111-125	19-130	14.9%	1-169	1.2%	96%	False	False	492,275
80	130-255	111-125	19-130	14.9%	1-150	1.1%	96%	False	False	633,878
100	130-255	111-125	19-130	14.9%	1-104	1.0%	96%	False	False	515,340
120	130-255	111-125	19-130	14.9%	1-078	1.0%	96%	False	False	429,712

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-118
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	134-120
2.618	132-303
1.618	132-023
1.000	131-170
0.618	131-063
HIGH	130-210
0.618	130-103
0.500	130-070
0.382	130-037
LOW	129-250
0.618	129-077
1.000	128-290
1.618	128-117
2.618	127-157
4.250	126-020

Fisher Pivots for day following 18-Dec-2008
Pivot	1 day	3 day
R1	130-070	129-240
PP	130-057	129-130
S1	130-043	129-020

Download as Excel Spreadsheet

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

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