ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 29-May-2008

Day Change Summary
	Previous	Current
	28-May-2008	29-May-2008	Change	Change %	Previous Week
Open	113-130	112-190	-0-260	-0.7%	113-290
High	113-190	112-220	-0-290	-0.8%	114-210
Low	112-140	111-180	-0-280	-0.8%	113-020
Close	112-210	112-050	-0-160	-0.4%	114-030
Range	1-050	1-040	-0-010	-2.7%	1-190
ATR	0-270	0-277	0-006	2.4%	0-000
Volume	540,234	820,167	279,933	51.8%	522,300

Daily Pivots for day following 29-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-163	114-307	112-248
R3	114-123	113-267	112-149
R2	113-083	113-083	112-116
R1	112-227	112-227	112-083	112-135
PP	112-043	112-043	112-043	111-318
S1	111-187	111-187	112-017	111-095
S2	111-003	111-003	111-304
S3	109-283	110-147	111-271
S4	108-243	109-107	111-172

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	114-040	111-180	2-180	2.3%	0-274	0.8%	23%	False	True	367,284
10	114-210	111-180	3-030	2.8%	0-273	0.8%	19%	False	True	227,270
20	115-030	111-180	3-170	3.1%	0-280	0.8%	17%	False	True	123,878
40	116-310	111-180	5-130	4.8%	0-251	0.7%	11%	False	True	63,519

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	0-054
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-150
2.618	115-202
1.618	114-162
1.000	113-260
0.618	113-122
HIGH	112-220
0.618	112-082
0.500	112-040
0.382	111-318
LOW	111-180
0.618	110-278
1.000	110-140
1.618	109-238
2.618	108-198
4.250	106-250

Fisher Pivots for day following 29-May-2008
Pivot	1 day	3 day
R1	112-047	112-255
PP	112-043	112-187
S1	112-040	112-118

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols