ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 01-May-2008
Day Change Summary
Previous Current
30-Apr-2008 01-May-2008 Change Change % Previous Week
Open 114-000 114-140 0-140 0.4% 114-000
High 114-200 115-000 0-120 0.3% 115-080
Low 113-180 114-070 0-210 0.6% 113-110
Close 114-130 114-130 0-000 0.0% 113-170
Range 1-020 0-250 -0-090 -26.5% 1-290
ATR 0-255 0-255 0-000 -0.2% 0-000
Volume 8,168 6,040 -2,128 -26.1% 22,620
Daily Pivots for day following 01-May-2008
Classic Woodie Camarilla DeMark
R4 116-283 116-137 114-268
R3 116-033 115-207 114-199
R2 115-103 115-103 114-176
R1 114-277 114-277 114-153 114-225
PP 114-173 114-173 114-173 114-148
S1 114-027 114-027 114-107 113-295
S2 113-243 113-243 114-084
S3 112-313 113-097 114-061
S4 112-063 112-167 113-312
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
5 115-000 113-110 1-210 1.4% 0-224 0.6% 64% True False 5,238
10 115-080 113-110 1-290 1.7% 0-263 0.7% 56% False False 5,519
20 116-310 113-110 3-200 3.2% 0-223 0.6% 29% False False 3,161
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-102
2.618 117-014
1.618 116-084
1.000 115-250
0.618 115-154
HIGH 115-000
0.618 114-224
0.500 114-195
0.382 114-166
LOW 114-070
0.618 113-236
1.000 113-140
1.618 112-306
2.618 112-056
4.250 110-288
Fisher Pivots for day following 01-May-2008
Pivot 1 day 3 day
R1 114-195 114-117
PP 114-173 114-103
S1 114-152 114-090

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

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