ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 15-Apr-2008

Day Change Summary
	Previous	Current
	14-Apr-2008	15-Apr-2008	Change	Change %	Previous Week
Open	116-140	116-040	-0-100	-0.3%	115-310
High	116-310	116-300	-0-010	0.0%	116-280
Low	116-140	115-240	-0-220	-0.6%	115-170
Close	116-140	115-280	-0-180	-0.5%	116-260
Range	0-170	1-060	0-210	123.5%	1-110
ATR	0-240	0-250	0-010	4.2%	0-000
Volume	82	1,057	975	1,189.0%	852

Daily Pivots for day following 15-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-240	119-000	116-169
R3	118-180	117-260	116-064
R2	117-120	117-120	116-030
R1	116-200	116-200	115-315	116-130
PP	116-060	116-060	116-060	116-025
S1	115-140	115-140	115-245	115-070
S2	115-000	115-000	115-210
S3	113-260	114-080	115-176
S4	112-200	113-020	115-071

Weekly Pivots for week ending 11-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-140	119-310	117-176
R3	119-030	118-200	117-058
R2	117-240	117-240	117-019
R1	117-090	117-090	116-299	117-165
PP	116-130	116-130	116-130	116-168
S1	115-300	115-300	116-221	116-055
S2	115-020	115-020	116-181
S3	113-230	114-190	116-142
S4	112-120	113-080	116-024

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-310	115-240	1-070	1.1%	0-178	0.5%	10%	False	True	392
10	116-310	115-170	1-140	1.2%	0-151	0.4%	24%	False	False	204

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	121-315
2.618	120-015
1.618	118-275
1.000	118-040
0.618	117-215
HIGH	116-300
0.618	116-155
0.500	116-110
0.382	116-065
LOW	115-240
0.618	115-005
1.000	114-180
1.618	113-265
2.618	112-205
4.250	110-225

Fisher Pivots for day following 15-Apr-2008
Pivot	1 day	3 day
R1	116-110	116-115
PP	116-060	116-063
S1	116-010	116-012

Download as Excel Spreadsheet

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

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