ECBOT 10 Year T-Note Future September 2008

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

Day Change Summary
	Previous	Current
	10-Sep-2008	11-Sep-2008	Change	Change %	Previous Week
Open	117-260	117-145	-0-115	-0.3%	116-210
High	118-015	118-080	0-065	0.2%	118-245
Low	117-045	117-135	0-090	0.2%	116-060
Close	117-155	117-205	0-050	0.1%	117-195
Range	0-290	0-265	-0-025	-8.6%	2-185
ATR	0-297	0-295	-0-002	-0.8%	0-000
Volume	21,003	14,617	-6,386	-30.4%	810,064

Daily Pivots for day following 11-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	120-082	119-248	118-031
R3	119-137	118-303	117-278
R2	118-192	118-192	117-254
R1	118-038	118-038	117-229	118-115
PP	117-247	117-247	117-247	117-285
S1	117-093	117-093	117-181	117-170
S2	116-302	116-302	117-156
S3	116-037	116-148	117-132
S4	115-092	115-203	117-059

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%	1-060	1.0%	61%	False	False	50,507
10	118-245	115-290	2-275	2.4%	0-318	0.8%	61%	False	False	360,841
20	118-245	115-060	3-185	3.0%	0-274	0.7%	69%	False	False	573,095
40	118-245	112-270	5-295	5.0%	0-282	0.7%	81%	False	False	754,289
60	118-245	111-205	7-040	6.1%	0-289	0.8%	84%	False	False	836,347
80	118-245	111-010	7-235	6.6%	0-298	0.8%	85%	False	False	837,813
100	118-245	111-010	7-235	6.6%	0-293	0.8%	85%	False	False	674,344

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0-098
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-246
2.618	120-134
1.618	119-189
1.000	119-025
0.618	118-244
HIGH	118-080
0.618	117-299
0.500	117-268
0.382	117-236
LOW	117-135
0.618	116-291
1.000	116-190
1.618	116-026
2.618	115-081
4.250	113-289

Fisher Pivots for day following 11-Sep-2008
Pivot	1 day	3 day
R1	117-268	117-205
PP	117-247	117-205
S1	117-226	117-205

Download as Excel Spreadsheet

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

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