ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 27-May-2008

Day Change Summary
	Previous	Current
	26-May-2008	27-May-2008	Change	Change %	Previous Week
Open	114-000	114-000	0-000	0.0%	113-290
High	114-010	114-010	0-000	0.0%	114-210
Low	113-280	113-080	-0-200	-0.5%	113-020
Close	113-280	113-130	-0-150	-0.4%	114-030
Range	0-050	0-250	0-200	400.0%	1-190
ATR	0-264	0-263	-0-001	-0.4%	0-000
Volume	151,838	172,343	20,505	13.5%	522,300

Daily Pivots for day following 27-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-290	115-140	113-268
R3	115-040	114-210	113-199
R2	114-110	114-110	113-176
R1	113-280	113-280	113-153	113-230
PP	113-180	113-180	113-180	113-155
S1	113-030	113-030	113-107	112-300
S2	112-250	112-250	113-084
S3	112-000	112-100	113-061
S4	111-070	111-170	112-312

Weekly Pivots for week ending 23-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-230	118-000	114-310
R3	117-040	116-130	114-170
R2	115-170	115-170	114-124
R1	114-260	114-260	114-077	115-055
PP	113-300	113-300	113-300	114-038
S1	113-070	113-070	113-303	113-185
S2	112-110	112-110	113-256
S3	110-240	111-200	113-210
S4	109-050	110-010	113-070

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%	22%	False	False	148,783
10	114-210	113-000	1-210	1.5%	0-261	0.7%	25%	False	False	100,011
20	115-030	113-000	2-030	1.8%	0-272	0.8%	19%	False	False	56,568
40	116-310	113-000	3-310	3.5%	0-237	0.7%	10%	False	False	29,510

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	0-066
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-112
2.618	116-024
1.618	115-094
1.000	114-260
0.618	114-164
HIGH	114-010
0.618	113-234
0.500	113-205
0.382	113-176
LOW	113-080
0.618	112-246
1.000	112-150
1.618	111-316
2.618	111-066
4.250	109-298

Fisher Pivots for day following 27-May-2008
Pivot	1 day	3 day
R1	113-205	113-190
PP	113-180	113-170
S1	113-155	113-150

Download as Excel Spreadsheet

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

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