ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 18-Jun-2008

Day Change Summary
	Previous	Current
	17-Jun-2008	18-Jun-2008	Change	Change %	Previous Week
Open	108-160	108-310	0-150	0.4%	111-060
High	109-040	109-147	0-107	0.3%	111-100
Low	108-160	108-262	0-102	0.3%	108-150
Close	108-282	109-115	0-153	0.4%	108-200
Range	0-200	0-205	0-005	2.5%	2-270
ATR	0-230	0-229	-0-002	-0.8%	0-000
Volume	429,993	681,992	251,999	58.6%	3,931,472

Daily Pivots for day following 18-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-043	110-284	109-228
R3	110-158	110-079	109-171
R2	109-273	109-273	109-153
R1	109-194	109-194	109-134	109-234
PP	109-068	109-068	109-068	109-088
S1	108-309	108-309	109-096	109-028
S2	108-183	108-183	109-077
S3	107-298	108-104	109-059
S4	107-093	107-219	109-002

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-000	116-050	110-060
R3	115-050	113-100	109-130
R2	112-100	112-100	109-047
R1	110-150	110-150	108-283	109-310
PP	109-150	109-150	109-150	109-070
S1	107-200	107-200	108-117	107-040
S2	106-200	106-200	108-033
S3	103-250	104-250	107-270
S4	100-300	101-300	107-020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-270	108-150	1-120	1.3%	0-232	0.7%	65%	False	False	642,475
10	111-100	108-150	2-270	2.6%	0-268	0.8%	31%	False	False	738,371
20	111-100	108-150	2-270	2.6%	0-240	0.7%	31%	False	False	581,336
40	111-280	108-150	3-130	3.1%	0-208	0.6%	26%	False	False	309,153
60	113-240	108-150	5-090	4.8%	0-156	0.4%	17%	False	False	206,250
80	115-000	108-150	6-170	6.0%	0-117	0.3%	14%	False	False	154,688

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	0-050
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-058
2.618	111-044
1.618	110-159
1.000	110-032
0.618	109-274
HIGH	109-147
0.618	109-069
0.500	109-044
0.382	109-020
LOW	108-262
0.618	108-135
1.000	108-057
1.618	107-250
2.618	107-045
4.250	106-031

Fisher Pivots for day following 18-Jun-2008
Pivot	1 day	3 day
R1	109-092	109-074
PP	109-068	109-033
S1	109-044	108-312

Download as Excel Spreadsheet

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

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