ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 113-100 113-280 0-180 0.5% 114-280
High 114-040 114-140 0-100 0.3% 115-010
Low 113-020 113-160 0-140 0.4% 113-000
Close 113-300 113-280 -0-020 -0.1% 113-280
Range 1-020 0-300 -0-040 -11.8% 2-010
ATR 0-273 0-275 0-002 0.7% 0-000
Volume 70,959 65,819 -5,140 -7.2% 176,260
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 116-240 116-080 114-125
R3 115-260 115-100 114-042
R2 114-280 114-280 114-015
R1 114-120 114-120 113-308 114-110
PP 113-300 113-300 113-300 113-295
S1 113-140 113-140 113-252 113-130
S2 113-000 113-000 113-225
S3 112-020 112-160 113-198
S4 111-040 111-180 113-115
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 120-020 119-000 114-318
R3 118-010 116-310 114-139
R2 116-000 116-000 114-079
R1 114-300 114-300 114-020 114-145
PP 113-310 113-310 113-310 113-232
S1 112-290 112-290 113-220 112-135
S2 111-300 111-300 113-161
S3 109-290 110-280 113-101
S4 107-280 108-270 112-242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115-010 113-000 2-010 1.8% 0-302 0.8% 43% False False 35,252
10 115-030 113-000 2-030 1.8% 0-270 0.7% 42% False False 25,697
20 115-080 113-000 2-080 2.0% 0-272 0.7% 39% False False 15,737
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 0-072
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-135
2.618 116-285
1.618 115-305
1.000 115-120
0.618 115-005
HIGH 114-140
0.618 114-025
0.500 113-310
0.382 113-275
LOW 113-160
0.618 112-295
1.000 112-180
1.618 111-315
2.618 111-015
4.250 109-165
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 113-310 113-263
PP 113-300 113-247
S1 113-290 113-230

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

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