ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 12-Jun-2008

Day Change Summary
	Previous	Current
	11-Jun-2008	12-Jun-2008	Change	Change %	Previous Week
Open	112-080	112-180	0-100	0.3%	112-090
High	113-040	112-220	-0-140	-0.4%	114-150
Low	112-000	111-080	-0-240	-0.7%	112-080
Close	112-180	111-160	-1-020	-0.9%	114-000
Range	1-040	1-140	0-100	27.8%	2-070
ATR	1-008	1-017	0-009	2.9%	0-000
Volume	986,309	1,062,737	76,428	7.7%	6,428,952

Daily Pivots for day following 12-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-040	115-080	112-093
R3	114-220	113-260	111-286
R2	113-080	113-080	111-244
R1	112-120	112-120	111-202	112-030
PP	111-260	111-260	111-260	111-215
S1	110-300	110-300	111-118	110-210
S2	110-120	110-120	111-076
S3	108-300	109-160	111-034
S4	107-160	108-020	110-227

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-073	119-107	115-070
R3	118-003	117-037	114-195
R2	115-253	115-253	114-130
R1	114-287	114-287	114-065	115-110
PP	113-183	113-183	113-183	113-255
S1	112-217	112-217	113-255	113-040
S2	111-113	111-113	113-190
S3	109-043	110-147	113-125
S4	106-293	108-077	112-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-150	111-080	3-070	2.9%	1-122	1.2%	8%	False	True	1,111,416
10	114-150	111-080	3-070	2.9%	1-060	1.1%	8%	False	True	1,197,739
20	114-210	111-080	3-130	3.1%	1-006	0.9%	7%	False	True	712,505
40	115-080	111-080	4-000	3.6%	0-300	0.8%	6%	False	True	362,754

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-075
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-255
2.618	116-144
1.618	115-004
1.000	114-040
0.618	113-184
HIGH	112-220
0.618	112-044
0.500	111-310
0.382	111-256
LOW	111-080
0.618	110-116
1.000	109-260
1.618	108-296
2.618	107-156
4.250	105-045

Fisher Pivots for day following 12-Jun-2008
Pivot	1 day	3 day
R1	111-310	112-080
PP	111-260	112-000
S1	111-210	111-240

Download as Excel Spreadsheet

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

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