ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 19-May-2008

Day Change Summary
	Previous	Current
	16-May-2008	19-May-2008	Change	Change %	Previous Week
Open	113-280	113-290	0-010	0.0%	114-280
High	114-140	114-070	-0-070	-0.2%	115-010
Low	113-160	113-190	0-030	0.1%	113-000
Close	113-280	114-000	0-040	0.1%	113-280
Range	0-300	0-200	-0-100	-33.3%	2-010
ATR	0-275	0-270	-0-005	-1.9%	0-000
Volume	65,819	38,386	-27,433	-41.7%	176,260

Daily Pivots for day following 19-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-260	115-170	114-110
R3	115-060	114-290	114-055
R2	114-180	114-180	114-037
R1	114-090	114-090	114-018	114-135
PP	113-300	113-300	113-300	114-002
S1	113-210	113-210	113-302	113-255
S2	113-100	113-100	113-283
S3	112-220	113-010	113-265
S4	112-020	112-130	113-210

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	114-280	113-000	1-280	1.6%	0-310	0.8%	53%	False	False	39,984
10	115-030	113-000	2-030	1.8%	0-270	0.7%	48%	False	False	28,534
20	115-080	113-000	2-080	2.0%	0-268	0.7%	44%	False	False	17,332

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-079
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	116-280
2.618	115-274
1.618	115-074
1.000	114-270
0.618	114-194
HIGH	114-070
0.618	113-314
0.500	113-290
0.382	113-266
LOW	113-190
0.618	113-066
1.000	112-310
1.618	112-186
2.618	111-306
4.250	110-300

Fisher Pivots for day following 19-May-2008
Pivot	1 day	3 day
R1	113-310	113-293
PP	113-300	113-267
S1	113-290	113-240

Download as Excel Spreadsheet

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

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