ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 19-Sep-2008

Day Change Summary
	Previous	Current
	18-Sep-2008	19-Sep-2008	Change	Change %	Previous Week
Open	120-025	118-070	-1-275	-1.5%	118-095
High	120-060	118-250	-1-130	-1.2%	120-165
Low	118-295	116-230	-2-065	-1.9%	116-230
Close	119-300	116-265	-3-035	-2.6%	116-265
Range	1-085	2-020	0-255	63.0%	3-255
ATR	1-050	1-097	0-047	12.7%	0-000
Volume	16,957	37,718	20,761	122.4%	123,434

Daily Pivots for day following 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-202	122-093	117-308
R3	121-182	120-073	117-126
R2	119-162	119-162	117-066
R1	118-053	118-053	117-006	117-258
PP	117-142	117-142	117-142	117-084
S1	116-033	116-033	116-204	115-238
S2	115-122	115-122	116-144
S3	113-102	114-013	116-084
S4	111-082	111-313	115-222

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	129-132	126-293	118-293
R3	125-197	123-038	117-279
R2	121-262	121-262	117-168
R1	119-103	119-103	117-056	118-215
PP	118-007	118-007	118-007	117-222
S1	115-168	115-168	116-154	114-280
S2	114-072	114-072	116-042
S3	110-137	111-233	115-251
S4	106-202	107-298	114-237

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-165	116-230	3-255	3.2%	1-218	1.4%	3%	False	True	24,686
10	120-165	115-290	4-195	3.9%	1-118	1.2%	20%	False	False	28,619
20	120-165	115-245	4-240	4.1%	1-038	1.0%	22%	False	False	368,850
40	120-165	113-120	7-045	6.1%	0-310	0.8%	48%	False	False	607,994
60	120-165	112-210	7-275	6.7%	0-310	0.8%	53%	False	False	751,091
80	120-165	111-010	9-155	8.1%	0-315	0.8%	61%	False	False	823,512
100	120-165	111-010	9-155	8.1%	0-307	0.8%	61%	False	False	675,444
120	120-165	111-010	9-155	8.1%	0-292	0.8%	61%	False	False	563,346

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	0-112
Widest range in 126 trading days

Fibonacci Retracements and Extensions
4.250	127-175
2.618	124-058
1.618	122-038
1.000	120-270
0.618	120-018
HIGH	118-250
0.618	117-318
0.500	117-240
0.382	117-162
LOW	116-230
0.618	115-142
1.000	114-210
1.618	113-122
2.618	111-102
4.250	107-305

Fisher Pivots for day following 19-Sep-2008
Pivot	1 day	3 day
R1	117-240	118-180
PP	117-142	117-315
S1	117-043	117-130

Download as Excel Spreadsheet

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

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