ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 07-May-2008
Day Change Summary
Previous Current
06-May-2008 07-May-2008 Change Change % Previous Week
Open 113-270 113-080 -0-190 -0.5% 113-230
High 114-040 113-310 -0-050 -0.1% 115-000
Low 113-100 113-040 -0-060 -0.2% 113-100
Close 113-170 113-250 0-080 0.2% 113-200
Range 0-260 0-270 0-010 3.8% 1-220
ATR 0-264 0-265 0-000 0.2% 0-000
Volume 13,797 12,974 -823 -6.0% 35,158
Daily Pivots for day following 07-May-2008
Classic Woodie Camarilla DeMark
R4 116-050 115-260 114-078
R3 115-100 114-310 114-004
R2 114-150 114-150 113-300
R1 114-040 114-040 113-275 114-095
PP 113-200 113-200 113-200 113-228
S1 113-090 113-090 113-225 113-145
S2 112-250 112-250 113-200
S3 111-300 112-140 113-176
S4 111-030 111-190 113-102
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
5 115-000 113-040 1-280 1.6% 0-288 0.8% 35% False True 11,307
10 115-000 113-040 1-280 1.6% 0-273 0.7% 35% False True 8,166
20 116-310 113-040 3-270 3.4% 0-258 0.7% 17% False True 5,684
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-059
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-178
2.618 116-057
1.618 115-107
1.000 114-260
0.618 114-157
HIGH 113-310
0.618 113-207
0.500 113-175
0.382 113-143
LOW 113-040
0.618 112-193
1.000 112-090
1.618 111-243
2.618 110-293
4.250 109-172
Fisher Pivots for day following 07-May-2008
Pivot 1 day 3 day
R1 113-225 113-233
PP 113-200 113-217
S1 113-175 113-200

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

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