ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 14-May-2008

Day Change Summary
	Previous	Current
	13-May-2008	14-May-2008	Change	Change %	Previous Week
Open	114-200	113-140	-1-060	-1.0%	113-290
High	114-280	113-270	-1-010	-0.9%	115-030
Low	113-160	113-000	-0-160	-0.4%	113-040
Close	113-190	113-070	-0-120	-0.3%	114-250
Range	1-120	0-270	-0-170	-38.6%	1-310
ATR	0-268	0-268	0-000	0.1%	0-000
Volume	7,898	16,858	8,960	113.4%	80,711

Daily Pivots for day following 14-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-283	115-127	113-218
R3	115-013	114-177	113-144
R2	114-063	114-063	113-120
R1	113-227	113-227	113-095	113-170
PP	113-113	113-113	113-113	113-085
S1	112-277	112-277	113-045	112-220
S2	112-163	112-163	113-020
S3	111-213	112-007	112-316
S4	110-263	111-057	112-242

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	113-000	2-030	1.8%	0-266	0.7%	10%	False	True	16,682
10	115-030	113-000	2-030	1.8%	0-277	0.8%	10%	False	True	13,995
20	115-080	113-000	2-080	2.0%	0-268	0.7%	10%	False	True	9,649

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-068
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-138
2.618	116-017
1.618	115-067
1.000	114-220
0.618	114-117
HIGH	113-270
0.618	113-167
0.500	113-135
0.382	113-103
LOW	113-000
0.618	112-153
1.000	112-050
1.618	111-203
2.618	110-253
4.250	109-132

Fisher Pivots for day following 14-May-2008
Pivot	1 day	3 day
R1	113-135	114-005
PP	113-113	113-240
S1	113-092	113-155

Download as Excel Spreadsheet

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

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