ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 05-May-2008

Day Change Summary
	Previous	Current
	02-May-2008	05-May-2008	Change	Change %	Previous Week
Open	114-150	113-290	-0-180	-0.5%	113-230
High	114-240	114-000	-0-240	-0.7%	115-000
Low	113-100	113-120	0-020	0.1%	113-100
Close	113-200	113-240	0-040	0.1%	113-200
Range	1-140	0-200	-0-260	-56.5%	1-220
ATR	0-270	0-265	-0-005	-1.8%	0-000
Volume	13,717	10,010	-3,707	-27.0%	35,158

Daily Pivots for day following 05-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-187	115-093	114-030
R3	114-307	114-213	113-295
R2	114-107	114-107	113-277
R1	114-013	114-013	113-258	113-280
PP	113-227	113-227	113-227	113-200
S1	113-133	113-133	113-222	113-080
S2	113-027	113-027	113-203
S3	112-147	112-253	113-185
S4	111-267	112-053	113-130

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%	0-278	0.8%	26%	False	False	8,243
10	115-080	113-100	1-300	1.7%	0-266	0.7%	23%	False	False	6,130
20	116-310	113-100	3-210	3.2%	0-248	0.7%	12%	False	False	4,346

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-047
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	116-210
2.618	115-204
1.618	115-004
1.000	114-200
0.618	114-124
HIGH	114-000
0.618	113-244
0.500	113-220
0.382	113-196
LOW	113-120
0.618	112-316
1.000	112-240
1.618	112-116
2.618	111-236
4.250	110-230

Fisher Pivots for day following 05-May-2008
Pivot	1 day	3 day
R1	113-233	114-050
PP	113-227	114-007
S1	113-220	113-283

Download as Excel Spreadsheet

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

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