ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 17-Apr-2008

Day Change Summary
	Previous	Current
	16-Apr-2008	17-Apr-2008	Change	Change %	Previous Week
Open	115-100	114-310	-0-110	-0.3%	115-310
High	115-290	115-040	-0-250	-0.7%	116-280
Low	115-000	114-160	-0-160	-0.4%	115-170
Close	115-020	114-250	-0-090	-0.2%	116-260
Range	0-290	0-200	-0-090	-31.0%	1-110
ATR	0-253	0-249	-0-004	-1.5%	0-000
Volume	2,150	3,880	1,730	80.5%	852

Daily Pivots for day following 17-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-217	116-113	115-040
R3	116-017	115-233	114-305
R2	115-137	115-137	114-287
R1	115-033	115-033	114-268	114-305
PP	114-257	114-257	114-257	114-232
S1	114-153	114-153	114-232	114-105
S2	114-057	114-057	114-213
S3	113-177	113-273	114-195
S4	112-297	113-073	114-140

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	114-160	2-150	2.2%	0-208	0.6%	11%	False	True	1,497
10	116-310	114-160	2-150	2.2%	0-183	0.5%	11%	False	True	802

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	0-039
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-250
2.618	116-244
1.618	116-044
1.000	115-240
0.618	115-164
HIGH	115-040
0.618	114-284
0.500	114-260
0.382	114-236
LOW	114-160
0.618	114-036
1.000	113-280
1.618	113-156
2.618	112-276
4.250	111-270

Fisher Pivots for day following 17-Apr-2008
Pivot	1 day	3 day
R1	114-260	115-230
PP	114-257	115-130
S1	114-253	115-030

Download as Excel Spreadsheet

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

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