ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 02-May-2008

Day Change Summary
	Previous	Current
	01-May-2008	02-May-2008	Change	Change %	Previous Week
Open	114-140	114-150	0-010	0.0%	113-230
High	115-000	114-240	-0-080	-0.2%	115-000
Low	114-070	113-100	-0-290	-0.8%	113-100
Close	114-130	113-200	-0-250	-0.7%	113-200
Range	0-250	1-140	0-210	84.0%	1-220
ATR	0-255	0-270	0-015	5.7%	0-000
Volume	6,040	13,717	7,677	127.1%	35,158

Daily Pivots for day following 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-067	117-113	114-133
R3	116-247	115-293	114-006
R2	115-107	115-107	113-284
R1	114-153	114-153	113-242	114-060
PP	113-287	113-287	113-287	113-240
S1	113-013	113-013	113-158	112-240
S2	112-147	112-147	113-116
S3	111-007	111-193	113-074
S4	109-187	110-053	112-267

Weekly Pivots for week ending 02-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-013	118-007	114-177
R3	117-113	116-107	114-028
R2	115-213	115-213	113-299
R1	114-207	114-207	113-250	114-100
PP	113-313	113-313	113-313	113-260
S1	112-307	112-307	113-150	112-200
S2	112-093	112-093	113-101
S3	110-193	111-087	113-052
S4	108-293	109-187	112-223

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-000	113-100	1-220	1.5%	0-276	0.8%	19%	False	True	7,031
10	115-080	113-100	1-300	1.7%	0-275	0.8%	16%	False	True	5,777
20	116-310	113-100	3-210	3.2%	0-245	0.7%	9%	False	True	3,846

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	0-044
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	120-275
2.618	118-164
1.618	117-024
1.000	116-060
0.618	115-204
HIGH	114-240
0.618	114-064
0.500	114-010
0.382	113-276
LOW	113-100
0.618	112-136
1.000	111-280
1.618	110-316
2.618	109-176
4.250	107-065

Fisher Pivots for day following 02-May-2008
Pivot	1 day	3 day
R1	114-010	114-050
PP	113-287	113-313
S1	113-243	113-257

Download as Excel Spreadsheet

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

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