ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 13-May-2008

Day Change Summary
	Previous	Current
	12-May-2008	13-May-2008	Change	Change %	Previous Week
Open	114-280	114-200	-0-080	-0.2%	113-290
High	115-010	114-280	-0-050	-0.1%	115-030
Low	114-170	113-160	-1-010	-0.9%	113-040
Close	114-240	113-190	-1-050	-1.0%	114-250
Range	0-160	1-120	0-280	175.0%	1-310
ATR	0-254	0-268	0-013	5.2%	0-000
Volume	14,726	7,898	-6,828	-46.4%	80,711

Daily Pivots for day following 13-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-037	117-073	114-112
R3	116-237	115-273	113-311
R2	115-117	115-117	113-271
R1	114-153	114-153	113-230	114-075
PP	113-317	113-317	113-317	113-278
S1	113-033	113-033	113-150	112-275
S2	112-197	112-197	113-109
S3	111-077	111-233	113-069
S4	109-277	110-113	112-268

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%	0-266	0.7%	24%	False	False	15,905
10	115-030	113-040	1-310	1.7%	0-284	0.8%	24%	False	False	13,126
20	115-290	113-040	2-250	2.4%	0-268	0.7%	17%	False	False	8,914

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-069
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-230
2.618	118-152
1.618	117-032
1.000	116-080
0.618	115-232
HIGH	114-280
0.618	114-112
0.500	114-060
0.382	114-008
LOW	113-160
0.618	112-208
1.000	112-040
1.618	111-088
2.618	109-288
4.250	107-210

Fisher Pivots for day following 13-May-2008
Pivot	1 day	3 day
R1	114-060	114-095
PP	113-317	114-020
S1	113-253	113-265

Download as Excel Spreadsheet

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

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