ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 22-May-2008

Day Change Summary
	Previous	Current
	21-May-2008	22-May-2008	Change	Change %	Previous Week
Open	114-180	114-110	-0-070	-0.2%	114-280
High	114-210	114-140	-0-070	-0.2%	115-010
Low	114-010	113-030	-0-300	-0.8%	113-000
Close	114-090	113-110	-0-300	-0.8%	113-280
Range	0-200	1-110	0-230	115.0%	2-010
ATR	0-262	0-274	0-012	4.6%	0-000
Volume	115,726	152,172	36,446	31.5%	176,260

Daily Pivots for day following 22-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-210	116-270	114-026
R3	116-100	115-160	113-228
R2	114-310	114-310	113-189
R1	114-050	114-050	113-149	113-285
PP	113-200	113-200	113-200	113-158
S1	112-260	112-260	113-071	112-175
S2	112-090	112-090	113-031
S3	110-300	111-150	112-312
S4	109-190	110-040	112-194

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	113-030	1-180	1.4%	0-272	0.7%	16%	False	True	87,256
10	115-030	113-000	2-030	1.8%	0-274	0.8%	16%	False	False	56,681
20	115-030	113-000	2-030	1.8%	0-267	0.7%	16%	False	False	33,367
40	117-190	113-000	4-190	4.1%	0-233	0.6%	7%	False	False	17,610

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-073
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	120-048
2.618	117-306
1.618	116-196
1.000	115-250
0.618	115-086
HIGH	114-140
0.618	113-296
0.500	113-245
0.382	113-194
LOW	113-030
0.618	112-084
1.000	111-240
1.618	110-294
2.618	109-184
4.250	107-122

Fisher Pivots for day following 22-May-2008
Pivot	1 day	3 day
R1	113-245	113-280
PP	113-200	113-223
S1	113-155	113-167

Download as Excel Spreadsheet

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

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