ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 17-Sep-2008

Day Change Summary
	Previous	Current
	16-Sep-2008	17-Sep-2008	Change	Change %	Previous Week
Open	119-125	118-235	-0-210	-0.5%	116-245
High	120-165	120-130	-0-035	-0.1%	118-080
Low	118-200	118-160	-0-040	-0.1%	115-290
Close	118-315	119-315	1-000	0.8%	116-310
Range	1-285	1-290	0-005	0.8%	2-110
ATR	1-029	1-047	0-019	5.4%	0-000
Volume	33,154	19,159	-13,995	-42.2%	162,760

Daily Pivots for day following 17-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	125-112	124-183	121-010
R3	123-142	122-213	120-163
R2	121-172	121-172	120-107
R1	120-243	120-243	120-051	121-048
PP	119-202	119-202	119-202	119-264
S1	118-273	118-273	119-259	119-078
S2	117-232	117-232	119-203
S3	115-262	116-303	119-147
S4	113-292	115-013	118-300

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%	1-117	1.1%	86%	False	False	19,989
10	120-165	115-290	4-195	3.8%	1-086	1.1%	88%	False	False	46,865
20	120-165	115-245	4-240	4.0%	1-009	0.9%	89%	False	False	443,945
40	120-165	112-270	7-215	6.4%	0-298	0.8%	93%	False	False	652,823
60	120-165	112-025	8-140	7.0%	0-303	0.8%	94%	False	False	775,476
80	120-165	111-010	9-155	7.9%	0-309	0.8%	94%	False	False	831,735
100	120-165	111-010	9-155	7.9%	0-301	0.8%	94%	False	False	675,011
120	120-165	111-010	9-155	7.9%	0-284	0.7%	94%	False	False	562,891

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	0-120
Widest range in 124 trading days

Fibonacci Retracements and Extensions
4.250	128-162
2.618	125-127
1.618	123-157
1.000	122-100
0.618	121-187
HIGH	120-130
0.618	119-217
0.500	119-145
0.382	119-073
LOW	118-160
0.618	117-103
1.000	116-190
1.618	115-133
2.618	113-163
4.250	110-128

Fisher Pivots for day following 17-Sep-2008
Pivot	1 day	3 day
R1	119-258	119-242
PP	119-202	119-170
S1	119-145	119-098

Download as Excel Spreadsheet

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

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