ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 16-Sep-2008

Day Change Summary
	Previous	Current
	15-Sep-2008	16-Sep-2008	Change	Change %	Previous Week
Open	118-095	119-125	1-030	0.9%	116-245
High	119-120	120-165	1-045	1.0%	118-080
Low	118-030	118-200	0-170	0.4%	115-290
Close	119-055	118-315	-0-060	-0.2%	116-310
Range	1-090	1-285	0-195	47.6%	2-110
ATR	1-009	1-029	0-020	6.0%	0-000
Volume	16,446	33,154	16,708	101.6%	162,760

Daily Pivots for day following 16-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-015	123-290	120-008
R3	123-050	122-005	119-161
R2	121-085	121-085	119-106
R1	120-040	120-040	119-050	119-240
PP	119-120	119-120	119-120	119-060
S1	118-075	118-075	118-260	117-275
S2	117-155	117-155	118-204
S3	115-190	116-110	118-149
S4	113-225	114-145	117-302

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	120-165	116-260	3-225	3.1%	1-053	1.0%	59%	True	False	20,358
10	120-165	115-290	4-195	3.9%	1-042	0.9%	67%	True	False	68,023
20	120-165	115-245	4-240	4.0%	0-307	0.8%	68%	True	False	466,911
40	120-165	112-270	7-215	6.4%	0-291	0.8%	80%	True	False	670,308
60	120-165	112-025	8-140	7.1%	0-296	0.8%	82%	True	False	789,443
80	120-165	111-010	9-155	8.0%	0-302	0.8%	84%	True	False	833,394
100	120-165	111-010	9-155	8.0%	0-297	0.8%	84%	True	False	674,859
120	120-165	111-010	9-155	8.0%	0-281	0.7%	84%	True	False	562,731

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	0-117
Widest range in 123 trading days

Fibonacci Retracements and Extensions
4.250	128-176
2.618	125-149
1.618	123-184
1.000	122-130
0.618	121-219
HIGH	120-165
0.618	119-254
0.500	119-182
0.382	119-111
LOW	118-200
0.618	117-146
1.000	116-235
1.618	115-181
2.618	113-216
4.250	110-189

Fisher Pivots for day following 16-Sep-2008
Pivot	1 day	3 day
R1	119-182	118-281
PP	119-120	118-247
S1	119-058	118-212

Download as Excel Spreadsheet

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

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