ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 11-Jun-2008

Day Change Summary
	Previous	Current
	10-Jun-2008	11-Jun-2008	Change	Change %	Previous Week
Open	113-030	112-080	-0-270	-0.7%	112-090
High	113-080	113-040	-0-040	-0.1%	114-150
Low	112-050	112-000	-0-050	-0.1%	112-080
Close	112-100	112-180	0-080	0.2%	114-000
Range	1-030	1-040	0-010	2.9%	2-070
ATR	1-005	1-008	0-002	0.8%	0-000
Volume	1,156,379	986,309	-170,070	-14.7%	6,428,952

Daily Pivots for day following 11-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-300	115-120	113-058
R3	114-260	114-080	112-279
R2	113-220	113-220	112-246
R1	113-040	113-040	112-213	113-130
PP	112-180	112-180	112-180	112-225
S1	112-000	112-000	112-147	112-090
S2	111-140	111-140	112-114
S3	110-100	110-280	112-081
S4	109-060	109-240	111-302

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	112-000	2-150	2.2%	1-086	1.1%	23%	False	True	1,200,594
10	114-150	111-180	2-290	2.6%	1-050	1.0%	34%	False	False	1,173,482
20	114-210	111-180	3-030	2.7%	1-000	0.9%	32%	False	False	662,916
40	115-080	111-180	3-220	3.3%	0-294	0.8%	27%	False	False	336,282

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-074
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	117-290
2.618	116-022
1.618	114-302
1.000	114-080
0.618	113-262
HIGH	113-040
0.618	112-222
0.500	112-180
0.382	112-138
LOW	112-000
0.618	111-098
1.000	110-280
1.618	110-058
2.618	109-018
4.250	107-070

Fisher Pivots for day following 11-Jun-2008
Pivot	1 day	3 day
R1	112-180	113-075
PP	112-180	113-003
S1	112-180	112-252

Download as Excel Spreadsheet

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

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