ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 25-Jul-2008

Day Change Summary
	Previous	Current
	24-Jul-2008	25-Jul-2008	Change	Change %	Previous Week
Open	110-027	110-280	0-253	0.7%	110-145
High	110-295	111-027	0-052	0.1%	111-027
Low	109-317	110-122	0-125	0.4%	109-252
Close	110-252	110-137	-0-115	-0.3%	110-137
Range	0-298	0-225	-0-073	-24.5%	1-095
ATR	0-234	0-233	-0-001	-0.3%	0-000
Volume	638,240	775,658	137,418	21.5%	3,175,848

Daily Pivots for day following 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-237	112-092	110-261
R3	112-012	111-187	110-199
R2	111-107	111-107	110-178
R1	110-282	110-282	110-158	110-242
PP	110-202	110-202	110-202	110-182
S1	110-057	110-057	110-116	110-017
S2	109-297	109-297	110-096
S3	109-072	109-152	110-075
S4	108-167	108-247	110-013

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-104	113-215	111-045
R3	113-009	112-120	110-251
R2	111-234	111-234	110-213
R1	111-025	111-025	110-175	110-242
PP	110-139	110-139	110-139	110-087
S1	109-250	109-250	110-099	109-147
S2	109-044	109-044	110-061
S3	107-269	108-155	110-023
S4	106-174	107-060	109-229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-027	109-252	1-095	1.2%	0-223	0.6%	49%	True	False	635,169
10	112-075	109-252	2-143	2.2%	0-255	0.7%	26%	False	False	702,856
20	112-075	109-252	2-143	2.2%	0-224	0.6%	26%	False	False	668,147
40	112-075	108-150	3-245	3.4%	0-230	0.7%	52%	False	False	674,773
60	112-075	108-150	3-245	3.4%	0-218	0.6%	52%	False	False	484,441
80	113-200	108-150	5-050	4.7%	0-188	0.5%	38%	False	False	363,857
100	115-000	108-150	6-170	5.9%	0-150	0.4%	30%	False	False	291,119
120	115-000	108-150	6-170	5.9%	0-125	0.4%	30%	False	False	242,600

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	0-050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-023
2.618	112-296
1.618	112-071
1.000	111-252
0.618	111-166
HIGH	111-027
0.618	110-261
0.500	110-234
0.382	110-208
LOW	110-122
0.618	109-303
1.000	109-217
1.618	109-078
2.618	108-173
4.250	107-126

Fisher Pivots for day following 25-Jul-2008
Pivot	1 day	3 day
R1	110-234	110-140
PP	110-202	110-139
S1	110-170	110-138

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

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