ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 06-May-2008

Day Change Summary
	Previous	Current
	05-May-2008	06-May-2008	Change	Change %	Previous Week
Open	113-290	113-270	-0-020	-0.1%	113-230
High	114-000	114-040	0-040	0.1%	115-000
Low	113-120	113-100	-0-020	-0.1%	113-100
Close	113-240	113-170	-0-070	-0.2%	113-200
Range	0-200	0-260	0-060	30.0%	1-220
ATR	0-265	0-264	0-000	-0.1%	0-000
Volume	10,010	13,797	3,787	37.8%	35,158

Daily Pivots for day following 06-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-030	115-200	113-313
R3	115-090	114-260	113-242
R2	114-150	114-150	113-218
R1	114-000	114-000	113-194	113-265
PP	113-210	113-210	113-210	113-182
S1	113-060	113-060	113-146	113-005
S2	112-270	112-270	113-122
S3	112-010	112-120	113-098
S4	111-070	111-180	113-027

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%	0-302	0.8%	13%	False	True	10,346
10	115-080	113-100	1-300	1.7%	0-276	0.8%	11%	False	True	7,358
20	116-310	113-100	3-210	3.2%	0-246	0.7%	6%	False	True	5,035

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	0-055
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-185
2.618	116-081
1.618	115-141
1.000	114-300
0.618	114-201
HIGH	114-040
0.618	113-261
0.500	113-230
0.382	113-199
LOW	113-100
0.618	112-259
1.000	112-160
1.618	111-319
2.618	111-059
4.250	109-275

Fisher Pivots for day following 06-May-2008
Pivot	1 day	3 day
R1	113-230	114-010
PP	113-210	113-277
S1	113-190	113-223

Download as Excel Spreadsheet

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

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