ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 23-Apr-2008

Day Change Summary
	Previous	Current
	22-Apr-2008	23-Apr-2008	Change	Change %	Previous Week
Open	114-170	115-080	0-230	0.6%	116-140
High	115-000	115-080	0-080	0.2%	116-310
Low	114-160	114-100	-0-060	-0.2%	113-230
Close	114-230	114-180	-0-050	-0.1%	114-180
Range	0-160	0-300	0-140	87.5%	3-080
ATR	0-251	0-255	0-003	1.4%	0-000
Volume	1,518	4,889	3,371	222.1%	18,306

Daily Pivots for day following 23-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-167	116-313	115-025
R3	116-187	116-013	114-262
R2	115-207	115-207	114-235
R1	115-033	115-033	114-208	114-290
PP	114-227	114-227	114-227	114-195
S1	114-053	114-053	114-152	113-310
S2	113-247	113-247	114-125
S3	112-267	113-073	114-098
S4	111-287	112-093	114-015

Weekly Pivots for week ending 18-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-267	122-303	116-112
R3	121-187	119-223	115-146
R2	118-107	118-107	115-051
R1	116-143	116-143	114-275	115-245
PP	115-027	115-027	115-027	114-238
S1	113-063	113-063	114-085	112-165
S2	111-267	111-267	113-309
S3	108-187	109-303	113-214
S4	105-107	106-223	112-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-080	113-230	1-170	1.3%	0-258	0.7%	55%	True	False	5,581
10	116-310	113-230	3-080	2.8%	0-242	0.7%	26%	False	False	3,201
20	117-190	113-230	3-280	3.4%	0-186	0.5%	22%	False	False	1,605

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	119-075
2.618	117-225
1.618	116-245
1.000	116-060
0.618	115-265
HIGH	115-080
0.618	114-285
0.500	114-250
0.382	114-215
LOW	114-100
0.618	113-235
1.000	113-120
1.618	112-255
2.618	111-275
4.250	110-105

Fisher Pivots for day following 23-Apr-2008
Pivot	1 day	3 day
R1	114-250	114-200
PP	114-227	114-193
S1	114-203	114-187

Download as Excel Spreadsheet

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

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