ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 29-Apr-2008
Day Change Summary
Previous Current
28-Apr-2008 29-Apr-2008 Change Change % Previous Week
Open 113-230 114-000 0-090 0.2% 114-000
High 113-300 114-100 0-120 0.3% 115-080
Low 113-110 113-280 0-170 0.5% 113-110
Close 113-270 113-300 0-030 0.1% 113-170
Range 0-190 0-140 -0-050 -26.3% 1-290
ATR 0-256 0-249 -0-008 -3.0% 0-000
Volume 3,950 3,283 -667 -16.9% 22,620
Daily Pivots for day following 29-Apr-2008
Classic Woodie Camarilla DeMark
R4 115-113 115-027 114-057
R3 114-293 114-207 114-018
R2 114-153 114-153 114-006
R1 114-067 114-067 113-313 114-040
PP 114-013 114-013 114-013 114-000
S1 113-247 113-247 113-287 113-220
S2 113-193 113-193 113-274
S3 113-053 113-107 113-262
S4 112-233 112-287 113-223
Weekly Pivots for week ending 25-Apr-2008
Classic Woodie Camarilla DeMark
R4 119-243 118-177 114-186
R3 117-273 116-207 114-018
R2 115-303 115-303 113-282
R1 114-237 114-237 113-226 114-125
PP 114-013 114-013 114-013 113-278
S1 112-267 112-267 113-114 112-155
S2 112-043 112-043 113-058
S3 110-073 110-297 113-002
S4 108-103 109-007 112-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-080 113-110 1-290 1.7% 0-250 0.7% 31% False False 4,370
10 115-290 113-110 2-180 2.2% 0-253 0.7% 23% False False 4,702
20 116-310 113-110 3-200 3.2% 0-202 0.6% 16% False False 2,453
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-038
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 116-055
2.618 115-147
1.618 115-007
1.000 114-240
0.618 114-187
HIGH 114-100
0.618 114-047
0.500 114-030
0.382 114-013
LOW 113-280
0.618 113-193
1.000 113-140
1.618 113-053
2.618 112-233
4.250 112-005
Fisher Pivots for day following 29-Apr-2008
Pivot 1 day 3 day
R1 114-030 113-288
PP 114-013 113-277
S1 113-317 113-265

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

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