ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 09-May-2008

Day Change Summary
	Previous	Current
	08-May-2008	09-May-2008	Change	Change %	Previous Week
Open	113-290	114-250	0-280	0.8%	113-290
High	114-230	115-030	0-120	0.3%	115-030
Low	113-260	114-180	0-240	0.7%	113-040
Close	114-160	114-250	0-090	0.2%	114-250
Range	0-290	0-170	-0-120	-41.4%	1-310
ATR	0-267	0-262	-0-006	-2.1%	0-000
Volume	23,834	20,096	-3,738	-15.7%	80,711

Daily Pivots for day following 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-130	116-040	115-024
R3	115-280	115-190	114-297
R2	115-110	115-110	114-281
R1	115-020	115-020	114-266	115-015
PP	114-260	114-260	114-260	114-258
S1	114-170	114-170	114-234	114-165
S2	114-090	114-090	114-219
S3	113-240	114-000	114-203
S4	113-070	113-150	114-156

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-077	119-153	115-276
R3	118-087	117-163	115-103
R2	116-097	116-097	115-046
R1	115-173	115-173	114-308	115-295
PP	114-107	114-107	114-107	114-168
S1	113-183	113-183	114-192	113-305
S2	112-117	112-117	114-134
S3	110-127	111-193	114-077
S4	108-137	109-203	113-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-030	113-040	1-310	1.7%	0-238	0.6%	84%	True	False	16,142
10	115-030	113-040	1-310	1.7%	0-257	0.7%	84%	True	False	11,586
20	116-310	113-040	3-270	3.3%	0-266	0.7%	43%	False	False	7,839

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0-067
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	117-112
2.618	116-155
1.618	115-305
1.000	115-200
0.618	115-135
HIGH	115-030
0.618	114-285
0.500	114-265
0.382	114-245
LOW	114-180
0.618	114-075
1.000	114-010
1.618	113-225
2.618	113-055
4.250	112-098

Fisher Pivots for day following 09-May-2008
Pivot	1 day	3 day
R1	114-265	114-178
PP	114-260	114-107
S1	114-255	114-035

Download as Excel Spreadsheet

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

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