ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 15-May-2008

Day Change Summary
	Previous	Current
	14-May-2008	15-May-2008	Change	Change %	Previous Week
Open	113-140	113-100	-0-040	-0.1%	113-290
High	113-270	114-040	0-090	0.2%	115-030
Low	113-000	113-020	0-020	0.1%	113-040
Close	113-070	113-300	0-230	0.6%	114-250
Range	0-270	1-020	0-070	25.9%	1-310
ATR	0-268	0-273	0-005	1.9%	0-000
Volume	16,858	70,959	54,101	320.9%	80,711

Daily Pivots for day following 15-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-287	116-153	114-167
R3	115-267	115-133	114-074
R2	114-247	114-247	114-042
R1	114-113	114-113	114-011	114-180
PP	113-227	113-227	113-227	113-260
S1	113-093	113-093	113-269	113-160
S2	112-207	112-207	113-238
S3	111-187	112-073	113-206
S4	110-167	111-053	113-113

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%	0-276	0.8%	45%	False	False	26,107
10	115-030	113-000	2-030	1.8%	0-286	0.8%	45%	False	False	20,486
20	115-080	113-000	2-080	2.0%	0-274	0.8%	42%	False	False	13,003

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-069
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-205
2.618	116-290
1.618	115-270
1.000	115-060
0.618	114-250
HIGH	114-040
0.618	113-230
0.500	113-190
0.382	113-150
LOW	113-020
0.618	112-130
1.000	112-000
1.618	111-110
2.618	110-090
4.250	108-175

Fisher Pivots for day following 15-May-2008
Pivot	1 day	3 day
R1	113-263	113-300
PP	113-227	113-300
S1	113-190	113-300

Download as Excel Spreadsheet

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

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