ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 09-Jun-2008

Day Change Summary
	Previous	Current
	06-Jun-2008	09-Jun-2008	Change	Change %	Previous Week
Open	113-050	114-070	1-020	0.9%	112-090
High	114-090	114-150	0-060	0.2%	114-150
Low	112-180	112-300	0-120	0.3%	112-080
Close	114-000	113-090	-0-230	-0.6%	114-000
Range	1-230	1-170	-0-060	-10.9%	2-070
ATR	0-310	1-003	0-013	4.1%	0-000
Volume	1,098,603	1,253,052	154,449	14.1%	6,428,952

Daily Pivots for day following 09-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-050	117-080	114-040
R3	116-200	115-230	113-225
R2	115-030	115-030	113-180
R1	114-060	114-060	113-135	113-280
PP	113-180	113-180	113-180	113-130
S1	112-210	112-210	113-045	112-110
S2	112-010	112-010	113-000
S3	110-160	111-040	112-275
S4	108-310	109-190	112-140

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	112-180	1-290	1.7%	1-094	1.1%	38%	True	False	1,350,096
10	114-150	111-180	2-290	2.6%	1-041	1.0%	59%	True	False	1,030,471
20	114-280	111-180	3-100	2.9%	1-000	0.9%	52%	False	False	557,019
40	116-300	111-180	5-120	4.7%	0-293	0.8%	32%	False	False	282,795

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	0-068
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-312
2.618	118-153
1.618	116-303
1.000	116-000
0.618	115-133
HIGH	114-150
0.618	113-283
0.500	113-225
0.382	113-167
LOW	112-300
0.618	111-317
1.000	111-130
1.618	110-147
2.618	108-297
4.250	106-138

Fisher Pivots for day following 09-Jun-2008
Pivot	1 day	3 day
R1	113-225	113-165
PP	113-180	113-140
S1	113-135	113-115

Download as Excel Spreadsheet

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

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