ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 16-May-2008

Day Change Summary
	Previous	Current
	15-May-2008	16-May-2008	Change	Change %	Previous Week
Open	113-100	113-280	0-180	0.5%	114-280
High	114-040	114-140	0-100	0.3%	115-010
Low	113-020	113-160	0-140	0.4%	113-000
Close	113-300	113-280	-0-020	-0.1%	113-280
Range	1-020	0-300	-0-040	-11.8%	2-010
ATR	0-273	0-275	0-002	0.7%	0-000
Volume	70,959	65,819	-5,140	-7.2%	176,260

Daily Pivots for day following 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-240	116-080	114-125
R3	115-260	115-100	114-042
R2	114-280	114-280	114-015
R1	114-120	114-120	113-308	114-110
PP	113-300	113-300	113-300	113-295
S1	113-140	113-140	113-252	113-130
S2	113-000	113-000	113-225
S3	112-020	112-160	113-198
S4	111-040	111-180	113-115

Weekly Pivots for week ending 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-020	119-000	114-318
R3	118-010	116-310	114-139
R2	116-000	116-000	114-079
R1	114-300	114-300	114-020	114-145
PP	113-310	113-310	113-310	113-232
S1	112-290	112-290	113-220	112-135
S2	111-300	111-300	113-161
S3	109-290	110-280	113-101
S4	107-280	108-270	112-242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-010	113-000	2-010	1.8%	0-302	0.8%	43%	False	False	35,252
10	115-030	113-000	2-030	1.8%	0-270	0.7%	42%	False	False	25,697
20	115-080	113-000	2-080	2.0%	0-272	0.7%	39%	False	False	15,737

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	0-072
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-135
2.618	116-285
1.618	115-305
1.000	115-120
0.618	115-005
HIGH	114-140
0.618	114-025
0.500	113-310
0.382	113-275
LOW	113-160
0.618	112-295
1.000	112-180
1.618	111-315
2.618	111-015
4.250	109-165

Fisher Pivots for day following 16-May-2008
Pivot	1 day	3 day
R1	113-310	113-263
PP	113-300	113-247
S1	113-290	113-230

Download as Excel Spreadsheet

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

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