ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 15-Sep-2008

Day Change Summary
	Previous	Current
	12-Sep-2008	15-Sep-2008	Change	Change %	Previous Week
Open	117-110	118-095	0-305	0.8%	116-245
High	117-235	119-120	1-205	1.4%	118-080
Low	116-260	118-030	1-090	1.1%	115-290
Close	116-310	119-055	2-065	1.9%	116-310
Range	0-295	1-090	0-115	39.0%	2-110
ATR	0-295	1-009	0-034	11.5%	0-000
Volume	16,572	16,446	-126	-0.8%	162,760

Daily Pivots for day following 15-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-232	122-073	119-280
R3	121-142	120-303	119-168
R2	120-052	120-052	119-130
R1	119-213	119-213	119-093	119-292
PP	118-282	118-282	118-282	119-001
S1	118-123	118-123	119-017	118-202
S2	117-192	117-192	118-300
S3	116-102	117-033	118-262
S4	115-012	115-263	118-150

Weekly Pivots for week ending 12-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	124-023	122-277	118-082
R3	121-233	120-167	117-196
R2	119-123	119-123	117-128
R1	118-057	118-057	117-059	118-250
PP	117-013	117-013	117-013	117-110
S1	115-267	115-267	116-241	116-140
S2	114-223	114-223	116-172
S3	112-113	113-157	116-104
S4	110-003	111-047	115-218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-120	116-260	2-180	2.2%	0-317	0.8%	92%	True	False	20,222
10	119-120	115-290	3-150	2.9%	1-022	0.9%	94%	True	False	98,927
20	119-120	115-245	3-195	3.0%	0-284	0.7%	94%	True	False	495,146
40	119-120	112-270	6-170	5.5%	0-281	0.7%	97%	True	False	696,630
60	119-120	111-280	7-160	6.3%	0-290	0.8%	97%	True	False	805,385
80	119-120	111-010	8-110	7.0%	0-299	0.8%	98%	True	False	834,877
100	119-120	111-010	8-110	7.0%	0-293	0.8%	98%	True	False	674,575
120	119-120	111-010	8-110	7.0%	0-277	0.7%	98%	True	False	562,455

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-108
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	124-262
2.618	122-233
1.618	121-143
1.000	120-210
0.618	120-053
HIGH	119-120
0.618	118-283
0.500	118-235
0.382	118-187
LOW	118-030
0.618	117-097
1.000	116-260
1.618	116-007
2.618	114-237
4.250	112-208

Fisher Pivots for day following 15-Sep-2008
Pivot	1 day	3 day
R1	119-008	118-260
PP	118-282	118-145
S1	118-235	118-030

Download as Excel Spreadsheet

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

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