ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 20-May-2008

Day Change Summary
	Previous	Current
	19-May-2008	20-May-2008	Change	Change %	Previous Week
Open	113-290	114-000	0-030	0.1%	114-280
High	114-070	114-190	0-120	0.3%	115-010
Low	113-190	113-280	0-090	0.2%	113-000
Close	114-000	114-190	0-190	0.5%	113-280
Range	0-200	0-230	0-030	15.0%	2-010
ATR	0-270	0-267	-0-003	-1.0%	0-000
Volume	38,386	64,178	25,792	67.2%	176,260

Daily Pivots for day following 20-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-163	116-087	114-316
R3	115-253	115-177	114-253
R2	115-023	115-023	114-232
R1	114-267	114-267	114-211	114-305
PP	114-113	114-113	114-113	114-132
S1	114-037	114-037	114-169	114-075
S2	113-203	113-203	114-148
S3	112-293	113-127	114-127
S4	112-063	112-217	114-064

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	114-190	113-000	1-190	1.4%	0-268	0.7%	100%	True	False	51,240
10	115-030	113-000	2-030	1.8%	0-267	0.7%	76%	False	False	33,572
20	115-080	113-000	2-080	2.0%	0-272	0.7%	71%	False	False	20,465

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	0-074
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-208
2.618	116-152
1.618	115-242
1.000	115-100
0.618	115-012
HIGH	114-190
0.618	114-102
0.500	114-075
0.382	114-048
LOW	113-280
0.618	113-138
1.000	113-050
1.618	112-228
2.618	111-318
4.250	110-262

Fisher Pivots for day following 20-May-2008
Pivot	1 day	3 day
R1	114-152	114-132
PP	114-113	114-073
S1	114-075	114-015

Download as Excel Spreadsheet

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

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