ECBOT 10 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 19-May-2008
Day Change Summary
Previous Current
16-May-2008 19-May-2008 Change Change % Previous Week
Open 113-280 113-290 0-010 0.0% 114-280
High 114-140 114-070 -0-070 -0.2% 115-010
Low 113-160 113-190 0-030 0.1% 113-000
Close 113-280 114-000 0-040 0.1% 113-280
Range 0-300 0-200 -0-100 -33.3% 2-010
ATR 0-275 0-270 -0-005 -1.9% 0-000
Volume 65,819 38,386 -27,433 -41.7% 176,260
Daily Pivots for day following 19-May-2008
Classic Woodie Camarilla DeMark
R4 115-260 115-170 114-110
R3 115-060 114-290 114-055
R2 114-180 114-180 114-037
R1 114-090 114-090 114-018 114-135
PP 113-300 113-300 113-300 114-002
S1 113-210 113-210 113-302 113-255
S2 113-100 113-100 113-283
S3 112-220 113-010 113-265
S4 112-020 112-130 113-210
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
5 114-280 113-000 1-280 1.6% 0-310 0.8% 53% False False 39,984
10 115-030 113-000 2-030 1.8% 0-270 0.7% 48% False False 28,534
20 115-080 113-000 2-080 2.0% 0-268 0.7% 44% False False 17,332
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-079
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 116-280
2.618 115-274
1.618 115-074
1.000 114-270
0.618 114-194
HIGH 114-070
0.618 113-314
0.500 113-290
0.382 113-266
LOW 113-190
0.618 113-066
1.000 112-310
1.618 112-186
2.618 111-306
4.250 110-300
Fisher Pivots for day following 19-May-2008
Pivot 1 day 3 day
R1 113-310 113-293
PP 113-300 113-267
S1 113-290 113-240

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

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