ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 21-May-2008

Day Change Summary
	Previous	Current
	20-May-2008	21-May-2008	Change	Change %	Previous Week
Open	114-000	114-180	0-180	0.5%	114-280
High	114-190	114-210	0-020	0.1%	115-010
Low	113-280	114-010	0-050	0.1%	113-000
Close	114-190	114-090	-0-100	-0.3%	113-280
Range	0-230	0-200	-0-030	-13.0%	2-010
ATR	0-267	0-262	-0-005	-1.8%	0-000
Volume	64,178	115,726	51,548	80.3%	176,260

Daily Pivots for day following 21-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-063	115-277	114-200
R3	115-183	115-077	114-145
R2	114-303	114-303	114-127
R1	114-197	114-197	114-108	114-150
PP	114-103	114-103	114-103	114-080
S1	113-317	113-317	114-072	113-270
S2	113-223	113-223	114-053
S3	113-023	113-117	114-035
S4	112-143	112-237	113-300

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	114-210	113-020	1-190	1.4%	0-254	0.7%	76%	True	False	71,013
10	115-030	113-000	2-030	1.8%	0-260	0.7%	61%	False	False	43,848
20	115-030	113-000	2-030	1.8%	0-266	0.7%	61%	False	False	26,007
40	117-190	113-000	4-190	4.0%	0-226	0.6%	28%	False	False	13,806

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	0-073
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-100
2.618	116-094
1.618	115-214
1.000	115-090
0.618	115-014
HIGH	114-210
0.618	114-134
0.500	114-110
0.382	114-086
LOW	114-010
0.618	113-206
1.000	113-130
1.618	113-006
2.618	112-126
4.250	111-120

Fisher Pivots for day following 21-May-2008
Pivot	1 day	3 day
R1	114-110	114-073
PP	114-103	114-057
S1	114-097	114-040

Download as Excel Spreadsheet

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

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