ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 07-May-2008

Day Change Summary
	Previous	Current
	06-May-2008	07-May-2008	Change	Change %	Previous Week
Open	113-270	113-080	-0-190	-0.5%	113-230
High	114-040	113-310	-0-050	-0.1%	115-000
Low	113-100	113-040	-0-060	-0.2%	113-100
Close	113-170	113-250	0-080	0.2%	113-200
Range	0-260	0-270	0-010	3.8%	1-220
ATR	0-264	0-265	0-000	0.2%	0-000
Volume	13,797	12,974	-823	-6.0%	35,158

Daily Pivots for day following 07-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-050	115-260	114-078
R3	115-100	114-310	114-004
R2	114-150	114-150	113-300
R1	114-040	114-040	113-275	114-095
PP	113-200	113-200	113-200	113-228
S1	113-090	113-090	113-225	113-145
S2	112-250	112-250	113-200
S3	111-300	112-140	113-176
S4	111-030	111-190	113-102

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	113-040	1-280	1.6%	0-288	0.8%	35%	False	True	11,307
10	115-000	113-040	1-280	1.6%	0-273	0.7%	35%	False	True	8,166
20	116-310	113-040	3-270	3.4%	0-258	0.7%	17%	False	True	5,684

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-059
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	117-178
2.618	116-057
1.618	115-107
1.000	114-260
0.618	114-157
HIGH	113-310
0.618	113-207
0.500	113-175
0.382	113-143
LOW	113-040
0.618	112-193
1.000	112-090
1.618	111-243
2.618	110-293
4.250	109-172

Fisher Pivots for day following 07-May-2008
Pivot	1 day	3 day
R1	113-225	113-233
PP	113-200	113-217
S1	113-175	113-200

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols