ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 05-May-2008
Day Change Summary
Previous Current
02-May-2008 05-May-2008 Change Change % Previous Week
Open 114-150 113-290 -0-180 -0.5% 113-230
High 114-240 114-000 -0-240 -0.7% 115-000
Low 113-100 113-120 0-020 0.1% 113-100
Close 113-200 113-240 0-040 0.1% 113-200
Range 1-140 0-200 -0-260 -56.5% 1-220
ATR 0-270 0-265 -0-005 -1.8% 0-000
Volume 13,717 10,010 -3,707 -27.0% 35,158
Daily Pivots for day following 05-May-2008
Classic Woodie Camarilla DeMark
R4 115-187 115-093 114-030
R3 114-307 114-213 113-295
R2 114-107 114-107 113-277
R1 114-013 114-013 113-258 113-280
PP 113-227 113-227 113-227 113-200
S1 113-133 113-133 113-222 113-080
S2 113-027 113-027 113-203
S3 112-147 112-253 113-185
S4 111-267 112-053 113-130
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% 0-278 0.8% 26% False False 8,243
10 115-080 113-100 1-300 1.7% 0-266 0.7% 23% False False 6,130
20 116-310 113-100 3-210 3.2% 0-248 0.7% 12% False False 4,346
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-047
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 116-210
2.618 115-204
1.618 115-004
1.000 114-200
0.618 114-124
HIGH 114-000
0.618 113-244
0.500 113-220
0.382 113-196
LOW 113-120
0.618 112-316
1.000 112-240
1.618 112-116
2.618 111-236
4.250 110-230
Fisher Pivots for day following 05-May-2008
Pivot 1 day 3 day
R1 113-233 114-050
PP 113-227 114-007
S1 113-220 113-283

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

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