ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 29-Apr-2008

Day Change Summary
	Previous	Current
	28-Apr-2008	29-Apr-2008	Change	Change %	Previous Week
Open	113-230	114-000	0-090	0.2%	114-000
High	113-300	114-100	0-120	0.3%	115-080
Low	113-110	113-280	0-170	0.5%	113-110
Close	113-270	113-300	0-030	0.1%	113-170
Range	0-190	0-140	-0-050	-26.3%	1-290
ATR	0-256	0-249	-0-008	-3.0%	0-000
Volume	3,950	3,283	-667	-16.9%	22,620

Daily Pivots for day following 29-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-113	115-027	114-057
R3	114-293	114-207	114-018
R2	114-153	114-153	114-006
R1	114-067	114-067	113-313	114-040
PP	114-013	114-013	114-013	114-000
S1	113-247	113-247	113-287	113-220
S2	113-193	113-193	113-274
S3	113-053	113-107	113-262
S4	112-233	112-287	113-223

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-243	118-177	114-186
R3	117-273	116-207	114-018
R2	115-303	115-303	113-282
R1	114-237	114-237	113-226	114-125
PP	114-013	114-013	114-013	113-278
S1	112-267	112-267	113-114	112-155
S2	112-043	112-043	113-058
S3	110-073	110-297	113-002
S4	108-103	109-007	112-154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-080	113-110	1-290	1.7%	0-250	0.7%	31%	False	False	4,370
10	115-290	113-110	2-180	2.2%	0-253	0.7%	23%	False	False	4,702
20	116-310	113-110	3-200	3.2%	0-202	0.6%	16%	False	False	2,453

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-038
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	116-055
2.618	115-147
1.618	115-007
1.000	114-240
0.618	114-187
HIGH	114-100
0.618	114-047
0.500	114-030
0.382	114-013
LOW	113-280
0.618	113-193
1.000	113-140
1.618	113-053
2.618	112-233
4.250	112-005

Fisher Pivots for day following 29-Apr-2008
Pivot	1 day	3 day
R1	114-030	113-288
PP	114-013	113-277
S1	113-317	113-265

Download as Excel Spreadsheet

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

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