ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	116-300	116-210	-0-090	-0.2%	116-010
High	117-065	117-145	0-080	0.2%	117-065
Low	116-080	116-060	-0-020	-0.1%	115-305
Close	116-220	117-125	0-225	0.6%	116-220
Range	0-305	1-085	0-100	32.8%	1-080
ATR	0-258	0-268	0-011	4.1%	0-000
Volume	1,204,173	342,186	-861,987	-71.6%	5,389,923

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-258	120-117	118-028
R3	119-173	119-032	117-236
R2	118-088	118-088	117-199
R1	117-267	117-267	117-162	118-018
PP	117-003	117-003	117-003	117-039
S1	116-182	116-182	117-088	116-252
S2	115-238	115-238	117-051
S3	114-153	115-097	117-014
S4	113-068	114-012	116-222

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-117	119-248	117-120
R3	119-037	118-168	117-010
R2	117-277	117-277	116-293
R1	117-088	117-088	116-257	117-182
PP	116-197	116-197	116-197	116-244
S1	116-008	116-008	116-183	116-102
S2	115-117	115-117	116-147
S3	114-037	114-248	116-110
S4	112-277	113-168	116-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-145	116-060	1-085	1.1%	0-260	0.7%	95%	True	True	975,910
10	117-145	115-245	1-220	1.4%	0-252	0.7%	96%	True	False	865,799
20	117-145	114-020	3-125	2.9%	0-255	0.7%	98%	True	False	829,061
40	117-145	112-270	4-195	3.9%	0-284	0.8%	99%	True	False	933,858
60	117-145	111-010	6-135	5.5%	0-290	0.8%	99%	True	False	946,463
80	117-145	111-010	6-135	5.5%	0-293	0.8%	99%	True	False	833,623
100	117-145	111-010	6-135	5.5%	0-288	0.8%	99%	True	False	668,466

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	0-068
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	122-266
2.618	120-245
1.618	119-160
1.000	118-230
0.618	118-075
HIGH	117-145
0.618	116-310
0.500	116-262
0.382	116-215
LOW	116-060
0.618	115-130
1.000	114-295
1.618	114-045
2.618	112-280
4.250	110-259

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	117-064	117-064
PP	117-003	117-003
S1	116-262	116-262

Download as Excel Spreadsheet

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

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