ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 06-Jun-2008

Day Change Summary
	Previous	Current
	05-Jun-2008	06-Jun-2008	Change	Change %	Previous Week
Open	113-230	113-050	-0-180	-0.5%	112-090
High	113-280	114-090	0-130	0.4%	114-150
Low	113-000	112-180	-0-140	-0.4%	112-080
Close	113-080	114-000	0-240	0.7%	114-000
Range	0-280	1-230	0-270	96.4%	2-070
ATR	0-292	0-310	0-018	6.3%	0-000
Volume	1,508,631	1,098,603	-410,028	-27.2%	6,428,952

Daily Pivots for day following 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-247	118-033	114-302
R3	117-017	116-123	114-151
R2	115-107	115-107	114-101
R1	114-213	114-213	114-050	115-000
PP	113-197	113-197	113-197	113-250
S1	112-303	112-303	113-270	113-090
S2	111-287	111-287	113-219
S3	110-057	111-073	113-169
S4	108-147	109-163	113-018

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-073	119-107	115-070
R3	118-003	117-037	114-195
R2	115-253	115-253	114-130
R1	114-287	114-287	114-065	115-110
PP	113-183	113-183	113-183	113-255
S1	112-217	112-217	113-255	113-040
S2	111-113	111-113	113-190
S3	109-043	110-147	113-125
S4	106-293	108-077	112-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	114-150	112-080	2-070	1.9%	1-074	1.1%	79%	False	False	1,285,790
10	114-150	111-180	2-290	2.5%	0-317	0.9%	84%	False	False	920,350
20	115-010	111-180	3-150	3.0%	0-304	0.8%	70%	False	False	495,103
40	116-310	111-180	5-130	4.7%	0-285	0.8%	45%	False	False	251,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-061
Widest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	121-188
2.618	118-250
1.618	117-020
1.000	116-000
0.618	115-110
HIGH	114-090
0.618	113-200
0.500	113-135
0.382	113-070
LOW	112-180
0.618	111-160
1.000	110-270
1.618	109-250
2.618	108-020
4.250	105-082

Fisher Pivots for day following 06-Jun-2008
Pivot	1 day	3 day
R1	113-258	113-268
PP	113-197	113-217
S1	113-135	113-165

Download as Excel Spreadsheet

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

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