ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 08-May-2008

Day Change Summary
	Previous	Current
	07-May-2008	08-May-2008	Change	Change %	Previous Week
Open	113-080	113-290	0-210	0.6%	113-230
High	113-310	114-230	0-240	0.7%	115-000
Low	113-040	113-260	0-220	0.6%	113-100
Close	113-250	114-160	0-230	0.6%	113-200
Range	0-270	0-290	0-020	7.4%	1-220
ATR	0-265	0-267	0-003	1.0%	0-000
Volume	12,974	23,834	10,860	83.7%	35,158

Daily Pivots for day following 08-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-020	116-220	115-000
R3	116-050	115-250	114-240
R2	115-080	115-080	114-213
R1	114-280	114-280	114-187	115-020
PP	114-110	114-110	114-110	114-140
S1	113-310	113-310	114-133	114-050
S2	113-140	113-140	114-107
S3	112-170	113-020	114-080
S4	111-200	112-050	114-000

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	114-240	113-040	1-200	1.4%	0-296	0.8%	85%	False	False	14,866
10	115-000	113-040	1-280	1.6%	0-260	0.7%	73%	False	False	10,052
20	116-310	113-040	3-270	3.4%	0-258	0.7%	36%	False	False	6,850

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-060
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-182
2.618	117-029
1.618	116-059
1.000	115-200
0.618	115-089
HIGH	114-230
0.618	114-119
0.500	114-085
0.382	114-051
LOW	113-260
0.618	113-081
1.000	112-290
1.618	112-111
2.618	111-141
4.250	109-308

Fisher Pivots for day following 08-May-2008
Pivot	1 day	3 day
R1	114-135	114-098
PP	114-110	114-037
S1	114-085	113-295

Download as Excel Spreadsheet

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

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