ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 05-Sep-2008

Day Change Summary
	Previous	Current
	04-Sep-2008	05-Sep-2008	Change	Change %	Previous Week
Open	117-200	118-045	0-165	0.4%	116-210
High	118-030	118-245	0-215	0.6%	118-245
Low	117-115	117-065	-0-050	-0.1%	116-060
Close	117-295	117-195	-0-100	-0.3%	117-195
Range	0-235	1-180	0-265	112.8%	2-185
ATR	0-259	0-277	0-017	6.6%	0-000
Volume	130,791	106,347	-24,444	-18.7%	810,064

Daily Pivots for day following 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-175	121-205	118-150
R3	120-315	120-025	118-012
R2	119-135	119-135	117-287
R1	118-165	118-165	117-241	118-060
PP	117-275	117-275	117-275	117-222
S1	116-305	116-305	117-149	116-200
S2	116-095	116-095	117-103
S3	114-235	115-125	117-058
S4	113-055	113-265	116-240

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-082	124-003	119-009
R3	122-217	121-138	118-102
R2	120-032	120-032	118-026
R1	118-273	118-273	117-271	119-152
PP	117-167	117-167	117-167	117-266
S1	116-088	116-088	117-119	116-288
S2	114-302	114-302	117-044
S3	112-117	113-223	116-288
S4	109-252	111-038	116-061

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-245	116-060	2-185	2.2%	1-003	0.9%	55%	True	False	402,847
10	118-245	115-245	3-000	2.6%	0-278	0.7%	61%	True	False	709,080
20	118-245	114-170	4-075	3.6%	0-258	0.7%	73%	True	False	736,601
40	118-245	112-270	5-295	5.0%	0-290	0.8%	80%	True	False	873,125
60	118-245	111-010	7-235	6.6%	0-285	0.8%	85%	True	False	897,665
80	118-245	111-010	7-235	6.6%	0-294	0.8%	85%	True	False	838,978
100	118-245	111-010	7-235	6.6%	0-289	0.8%	85%	True	False	673,112

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	0-078
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	125-130
2.618	122-274
1.618	121-094
1.000	120-105
0.618	119-234
HIGH	118-245
0.618	118-054
0.500	117-315
0.382	117-256
LOW	117-065
0.618	116-076
1.000	115-205
1.618	114-216
2.618	113-036
4.250	110-180

Fisher Pivots for day following 05-Sep-2008
Pivot	1 day	3 day
R1	117-315	117-315
PP	117-275	117-275
S1	117-235	117-235

Download as Excel Spreadsheet

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

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