ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 01-May-2008

Day Change Summary
	Previous	Current
	30-Apr-2008	01-May-2008	Change	Change %	Previous Week
Open	114-000	114-140	0-140	0.4%	114-000
High	114-200	115-000	0-120	0.3%	115-080
Low	113-180	114-070	0-210	0.6%	113-110
Close	114-130	114-130	0-000	0.0%	113-170
Range	1-020	0-250	-0-090	-26.5%	1-290
ATR	0-255	0-255	0-000	-0.2%	0-000
Volume	8,168	6,040	-2,128	-26.1%	22,620

Daily Pivots for day following 01-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-283	116-137	114-268
R3	116-033	115-207	114-199
R2	115-103	115-103	114-176
R1	114-277	114-277	114-153	114-225
PP	114-173	114-173	114-173	114-148
S1	114-027	114-027	114-107	113-295
S2	113-243	113-243	114-084
S3	112-313	113-097	114-061
S4	112-063	112-167	113-312

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	115-000	113-110	1-210	1.4%	0-224	0.6%	64%	True	False	5,238
10	115-080	113-110	1-290	1.7%	0-263	0.7%	56%	False	False	5,519
20	116-310	113-110	3-200	3.2%	0-223	0.6%	29%	False	False	3,161

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-102
2.618	117-014
1.618	116-084
1.000	115-250
0.618	115-154
HIGH	115-000
0.618	114-224
0.500	114-195
0.382	114-166
LOW	114-070
0.618	113-236
1.000	113-140
1.618	112-306
2.618	112-056
4.250	110-288

Fisher Pivots for day following 01-May-2008
Pivot	1 day	3 day
R1	114-195	114-117
PP	114-173	114-103
S1	114-152	114-090

Download as Excel Spreadsheet

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

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