ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 09-May-2008
Day Change Summary
Previous Current
08-May-2008 09-May-2008 Change Change % Previous Week
Open 113-290 114-250 0-280 0.8% 113-290
High 114-230 115-030 0-120 0.3% 115-030
Low 113-260 114-180 0-240 0.7% 113-040
Close 114-160 114-250 0-090 0.2% 114-250
Range 0-290 0-170 -0-120 -41.4% 1-310
ATR 0-267 0-262 -0-006 -2.1% 0-000
Volume 23,834 20,096 -3,738 -15.7% 80,711
Daily Pivots for day following 09-May-2008
Classic Woodie Camarilla DeMark
R4 116-130 116-040 115-024
R3 115-280 115-190 114-297
R2 115-110 115-110 114-281
R1 115-020 115-020 114-266 115-015
PP 114-260 114-260 114-260 114-258
S1 114-170 114-170 114-234 114-165
S2 114-090 114-090 114-219
S3 113-240 114-000 114-203
S4 113-070 113-150 114-156
Weekly Pivots for week ending 09-May-2008
Classic Woodie Camarilla DeMark
R4 120-077 119-153 115-276
R3 118-087 117-163 115-103
R2 116-097 116-097 115-046
R1 115-173 115-173 114-308 115-295
PP 114-107 114-107 114-107 114-168
S1 113-183 113-183 114-192 113-305
S2 112-117 112-117 114-134
S3 110-127 111-193 114-077
S4 108-137 109-203 113-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-030 113-040 1-310 1.7% 0-238 0.6% 84% True False 16,142
10 115-030 113-040 1-310 1.7% 0-257 0.7% 84% True False 11,586
20 116-310 113-040 3-270 3.3% 0-266 0.7% 43% False False 7,839
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 0-067
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 117-112
2.618 116-155
1.618 115-305
1.000 115-200
0.618 115-135
HIGH 115-030
0.618 114-285
0.500 114-265
0.382 114-245
LOW 114-180
0.618 114-075
1.000 114-010
1.618 113-225
2.618 113-055
4.250 112-098
Fisher Pivots for day following 09-May-2008
Pivot 1 day 3 day
R1 114-265 114-178
PP 114-260 114-107
S1 114-255 114-035

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

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