ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 04-Jun-2008

Day Change Summary
	Previous	Current
	03-Jun-2008	04-Jun-2008	Change	Change %	Previous Week
Open	113-100	114-050	0-270	0.7%	114-000
High	114-090	114-150	0-060	0.2%	114-010
Low	112-280	113-170	0-210	0.6%	111-180
Close	114-050	113-300	-0-070	-0.2%	112-130
Range	1-130	0-300	-0-150	-33.3%	2-150
ATR	0-290	0-291	0-001	0.2%	0-000
Volume	1,245,253	1,644,941	399,688	32.1%	2,774,552

Daily Pivots for day following 04-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-253	116-097	114-145
R3	115-273	115-117	114-062
R2	114-293	114-293	114-035
R1	114-137	114-137	114-008	114-065
PP	113-313	113-313	113-313	113-278
S1	113-157	113-157	113-272	113-085
S2	113-013	113-013	113-245
S3	112-033	112-177	113-218
S4	111-053	111-197	113-135

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	114-150	111-180	2-290	2.6%	1-014	0.9%	82%	True	False	1,146,371
10	114-150	111-180	2-290	2.6%	0-311	0.9%	82%	True	False	690,028
20	115-030	111-180	3-170	3.1%	0-286	0.8%	67%	False	False	366,938
40	116-310	111-180	5-130	4.7%	0-272	0.7%	44%	False	False	186,311

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	0-051
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	118-145
2.618	116-295
1.618	115-315
1.000	115-130
0.618	115-015
HIGH	114-150
0.618	114-035
0.500	114-000
0.382	113-285
LOW	113-170
0.618	112-305
1.000	112-190
1.618	112-005
2.618	111-025
4.250	109-175

Fisher Pivots for day following 04-Jun-2008
Pivot	1 day	3 day
R1	114-000	113-238
PP	113-313	113-177
S1	113-307	113-115

Download as Excel Spreadsheet

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

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