ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 03-Jun-2008

Day Change Summary
	Previous	Current
	02-Jun-2008	03-Jun-2008	Change	Change %	Previous Week
Open	112-090	113-100	1-010	0.9%	114-000
High	113-150	114-090	0-260	0.7%	114-010
Low	112-080	112-280	0-200	0.6%	111-180
Close	113-100	114-050	0-270	0.7%	112-130
Range	1-070	1-130	0-060	15.4%	2-150
ATR	0-278	0-290	0-012	4.4%	0-000
Volume	931,524	1,245,253	313,729	33.7%	2,774,552

Daily Pivots for day following 03-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-317	117-153	114-298
R3	116-187	116-023	114-174
R2	115-057	115-057	114-132
R1	114-213	114-213	114-091	114-295
PP	113-247	113-247	113-247	113-288
S1	113-083	113-083	114-009	113-165
S2	112-117	112-117	113-288
S3	110-307	111-273	113-246
S4	109-177	110-143	113-122

Weekly Pivots for week ending 30-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-023	118-227	113-244
R3	117-193	116-077	113-027
R2	115-043	115-043	112-275
R1	113-247	113-247	112-202	113-070
PP	112-213	112-213	112-213	112-125
S1	111-097	111-097	112-058	110-240
S2	110-063	110-063	111-305
S3	107-233	108-267	111-233
S4	105-083	106-117	111-016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-090	111-180	2-230	2.4%	1-028	1.0%	95%	True	False	925,429
10	114-210	111-180	3-030	2.7%	0-301	0.8%	84%	False	False	537,106
20	115-030	111-180	3-170	3.1%	0-284	0.8%	73%	False	False	285,339
40	116-310	111-180	5-130	4.7%	0-265	0.7%	48%	False	False	145,187

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	0-044
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	120-082
2.618	117-308
1.618	116-178
1.000	115-220
0.618	115-048
HIGH	114-090
0.618	113-238
0.500	113-185
0.382	113-132
LOW	112-280
0.618	112-002
1.000	111-150
1.618	110-192
2.618	109-062
4.250	106-288

Fisher Pivots for day following 03-Jun-2008
Pivot	1 day	3 day
R1	113-308	113-268
PP	113-247	113-167
S1	113-185	113-065

Download as Excel Spreadsheet

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

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