ECBOT 10 Year T-Note Future September 2008

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

Day Change Summary
	Previous	Current
	03-Sep-2008	04-Sep-2008	Change	Change %	Previous Week
Open	117-120	117-200	0-080	0.2%	116-010
High	117-240	118-030	0-110	0.3%	117-065
Low	117-070	117-115	0-045	0.1%	115-305
Close	117-220	117-295	0-075	0.2%	116-220
Range	0-170	0-235	0-065	38.2%	1-080
ATR	0-261	0-259	-0-002	-0.7%	0-000
Volume	230,740	130,791	-99,949	-43.3%	5,389,923

Daily Pivots for day following 04-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	119-318	119-222	118-104
R3	119-083	118-307	118-040
R2	118-168	118-168	118-018
R1	118-072	118-072	117-317	118-120
PP	117-253	117-253	117-253	117-278
S1	117-157	117-157	117-273	117-205
S2	117-018	117-018	117-252
S3	116-103	116-242	117-230
S4	115-188	116-007	117-166

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	118-030	116-060	1-290	1.6%	0-257	0.7%	91%	True	False	671,176
10	118-030	115-245	2-105	2.0%	0-252	0.7%	93%	True	False	776,323
20	118-030	114-140	3-210	3.1%	0-254	0.7%	95%	True	False	779,330
40	118-030	112-270	5-080	4.5%	0-282	0.7%	97%	True	False	893,738
60	118-030	111-010	7-020	6.0%	0-283	0.7%	98%	True	False	912,331
80	118-030	111-010	7-020	6.0%	0-291	0.8%	98%	True	False	837,859
100	118-030	111-010	7-020	6.0%	0-286	0.8%	98%	True	False	672,070

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	0-066
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-069
2.618	120-005
1.618	119-090
1.000	118-265
0.618	118-175
HIGH	118-030
0.618	117-260
0.500	117-232
0.382	117-205
LOW	117-115
0.618	116-290
1.000	116-200
1.618	116-055
2.618	115-140
4.250	114-076

Fisher Pivots for day following 04-Sep-2008
Pivot	1 day	3 day
R1	117-274	117-212
PP	117-253	117-128
S1	117-232	117-045

Download as Excel Spreadsheet

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

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