ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 28-May-2008

Day Change Summary
	Previous	Current
	27-May-2008	28-May-2008	Change	Change %	Previous Week
Open	114-000	113-130	-0-190	-0.5%	113-290
High	114-010	113-190	-0-140	-0.4%	114-210
Low	113-080	112-140	-0-260	-0.7%	113-020
Close	113-130	112-210	-0-240	-0.7%	114-030
Range	0-250	1-050	0-120	48.0%	1-190
ATR	0-263	0-270	0-008	2.9%	0-000
Volume	172,343	540,234	367,891	213.5%	522,300

Daily Pivots for day following 28-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-117	115-213	113-094
R3	115-067	114-163	112-312
R2	114-017	114-017	112-278
R1	113-113	113-113	112-244	113-040
PP	112-287	112-287	112-287	112-250
S1	112-063	112-063	112-176	111-310
S2	111-237	111-237	112-142
S3	110-187	111-013	112-108
S4	109-137	109-283	112-006

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	114-140	112-140	2-000	1.8%	0-288	0.8%	11%	False	True	233,685
10	114-210	112-140	2-070	2.0%	0-271	0.8%	10%	False	True	152,349
20	115-030	112-140	2-210	2.4%	0-274	0.8%	8%	False	True	83,172
40	116-310	112-140	4-170	4.0%	0-245	0.7%	5%	False	True	43,016

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-059
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-162
2.618	116-199
1.618	115-149
1.000	114-240
0.618	114-099
HIGH	113-190
0.618	113-049
0.500	113-005
0.382	112-281
LOW	112-140
0.618	111-231
1.000	111-090
1.618	110-181
2.618	109-131
4.250	107-168

Fisher Pivots for day following 28-May-2008
Pivot	1 day	3 day
R1	113-005	113-075
PP	112-287	113-013
S1	112-248	112-272

Download as Excel Spreadsheet

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

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