ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 12-May-2008
Day Change Summary
Previous Current
09-May-2008 12-May-2008 Change Change % Previous Week
Open 114-250 114-280 0-030 0.1% 113-290
High 115-030 115-010 -0-020 -0.1% 115-030
Low 114-180 114-170 -0-010 0.0% 113-040
Close 114-250 114-240 -0-010 0.0% 114-250
Range 0-170 0-160 -0-010 -5.9% 1-310
ATR 0-262 0-254 -0-007 -2.8% 0-000
Volume 20,096 14,726 -5,370 -26.7% 80,711
Daily Pivots for day following 12-May-2008
Classic Woodie Camarilla DeMark
R4 116-087 116-003 115-008
R3 115-247 115-163 114-284
R2 115-087 115-087 114-269
R1 115-003 115-003 114-255 114-285
PP 114-247 114-247 114-247 114-228
S1 114-163 114-163 114-225 114-125
S2 114-087 114-087 114-211
S3 113-247 114-003 114-196
S4 113-087 113-163 114-152
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% 0-230 0.6% 83% False False 17,085
10 115-030 113-040 1-310 1.7% 0-254 0.7% 83% False False 12,664
20 116-300 113-040 3-260 3.3% 0-266 0.7% 43% False False 8,571
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-065
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 117-050
2.618 116-109
1.618 115-269
1.000 115-170
0.618 115-109
HIGH 115-010
0.618 114-269
0.500 114-250
0.382 114-231
LOW 114-170
0.618 114-071
1.000 114-010
1.618 113-231
2.618 113-071
4.250 112-130
Fisher Pivots for day following 12-May-2008
Pivot 1 day 3 day
R1 114-250 114-208
PP 114-247 114-177
S1 114-243 114-145

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

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