ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 08-Sep-2008

Day Change Summary
	Previous	Current
	05-Sep-2008	08-Sep-2008	Change	Change %	Previous Week
Open	118-045	116-245	-1-120	-1.2%	116-210
High	118-245	117-170	-1-075	-1.0%	118-245
Low	117-065	115-290	-1-095	-1.1%	116-060
Close	117-195	117-130	-0-065	-0.2%	117-195
Range	1-180	1-200	0-020	4.0%	2-185
ATR	0-277	0-296	0-019	6.9%	0-000
Volume	106,347	78,094	-28,253	-26.6%	810,064

Daily Pivots for day following 08-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-263	121-077	118-096
R3	120-063	119-197	117-273
R2	118-183	118-183	117-225
R1	117-317	117-317	117-178	118-090
PP	116-303	116-303	116-303	117-030
S1	116-117	116-117	117-082	116-210
S2	115-103	115-103	117-035
S3	113-223	114-237	116-307
S4	112-023	113-037	116-164

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	115-290	2-275	2.4%	1-046	1.0%	52%	False	True	177,631
10	118-245	115-290	2-275	2.4%	0-308	0.8%	52%	False	True	627,808
20	118-245	114-170	4-075	3.6%	0-276	0.7%	68%	False	False	684,060
40	118-245	112-270	5-295	5.0%	0-291	0.8%	77%	False	False	848,155
60	118-245	111-010	7-235	6.6%	0-286	0.8%	82%	False	False	881,254
80	118-245	111-010	7-235	6.6%	0-296	0.8%	82%	False	False	839,067
100	118-245	111-010	7-235	6.6%	0-292	0.8%	82%	False	False	673,854

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-098
Widest range in 64 trading days

Fibonacci Retracements and Extensions
4.250	124-140
2.618	121-251
1.618	120-051
1.000	119-050
0.618	118-171
HIGH	117-170
0.618	116-291
0.500	116-230
0.382	116-169
LOW	115-290
0.618	114-289
1.000	114-090
1.618	113-089
2.618	111-209
4.250	109-000

Fisher Pivots for day following 08-Sep-2008
Pivot	1 day	3 day
R1	117-057	117-122
PP	116-303	117-115
S1	116-230	117-108

Download as Excel Spreadsheet

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

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