ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 02-May-2008
Day Change Summary
Previous Current
01-May-2008 02-May-2008 Change Change % Previous Week
Open 114-140 114-150 0-010 0.0% 113-230
High 115-000 114-240 -0-080 -0.2% 115-000
Low 114-070 113-100 -0-290 -0.8% 113-100
Close 114-130 113-200 -0-250 -0.7% 113-200
Range 0-250 1-140 0-210 84.0% 1-220
ATR 0-255 0-270 0-015 5.7% 0-000
Volume 6,040 13,717 7,677 127.1% 35,158
Daily Pivots for day following 02-May-2008
Classic Woodie Camarilla DeMark
R4 118-067 117-113 114-133
R3 116-247 115-293 114-006
R2 115-107 115-107 113-284
R1 114-153 114-153 113-242 114-060
PP 113-287 113-287 113-287 113-240
S1 113-013 113-013 113-158 112-240
S2 112-147 112-147 113-116
S3 111-007 111-193 113-074
S4 109-187 110-053 112-267
Weekly Pivots for week ending 02-May-2008
Classic Woodie Camarilla DeMark
R4 119-013 118-007 114-177
R3 117-113 116-107 114-028
R2 115-213 115-213 113-299
R1 114-207 114-207 113-250 114-100
PP 113-313 113-313 113-313 113-260
S1 112-307 112-307 113-150 112-200
S2 112-093 112-093 113-101
S3 110-193 111-087 113-052
S4 108-293 109-187 112-223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-000 113-100 1-220 1.5% 0-276 0.8% 19% False True 7,031
10 115-080 113-100 1-300 1.7% 0-275 0.8% 16% False True 5,777
20 116-310 113-100 3-210 3.2% 0-245 0.7% 9% False True 3,846
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 0-044
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 120-275
2.618 118-164
1.618 117-024
1.000 116-060
0.618 115-204
HIGH 114-240
0.618 114-064
0.500 114-010
0.382 113-276
LOW 113-100
0.618 112-136
1.000 111-280
1.618 110-316
2.618 109-176
4.250 107-065
Fisher Pivots for day following 02-May-2008
Pivot 1 day 3 day
R1 114-010 114-050
PP 113-287 113-313
S1 113-243 113-257

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

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