ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 21-Aug-2008

Day Change Summary
	Previous	Current
	20-Aug-2008	21-Aug-2008	Change	Change %	Previous Week
Open	112-127	112-182	0-055	0.2%	111-215
High	112-235	112-245	0-010	0.0%	112-140
Low	112-062	112-080	0-018	0.1%	111-047
Close	112-197	112-107	-0-090	-0.2%	112-050
Range	0-173	0-165	-0-008	-4.6%	1-093
ATR	0-185	0-184	-0-001	-0.8%	0-000
Volume	593,789	528,030	-65,759	-11.1%	2,461,558

Daily Pivots for day following 21-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-319	113-218	112-198
R3	113-154	113-053	112-152
R2	112-309	112-309	112-137
R1	112-208	112-208	112-122	112-176
PP	112-144	112-144	112-144	112-128
S1	112-043	112-043	112-092	112-011
S2	111-299	111-299	112-077
S3	111-134	111-198	112-062
S4	110-289	111-033	112-016

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-251	115-084	112-277
R3	114-158	113-311	112-164
R2	113-065	113-065	112-126
R1	112-218	112-218	112-088	112-302
PP	111-292	111-292	111-292	112-014
S1	111-125	111-125	112-012	111-208
S2	110-199	110-199	111-294
S3	109-106	110-032	111-256
S4	108-013	108-259	111-143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-245	111-275	0-290	0.8%	0-146	0.4%	52%	True	False	490,677
10	112-245	111-047	1-198	1.4%	0-162	0.4%	73%	True	False	511,724
20	112-245	110-122	2-123	2.1%	0-176	0.5%	82%	True	False	539,756
40	112-245	109-187	3-058	2.8%	0-201	0.6%	86%	True	False	599,092
60	112-245	108-150	4-095	3.8%	0-213	0.6%	90%	True	False	625,495
80	112-245	108-150	4-095	3.8%	0-207	0.6%	90%	True	False	488,702
100	113-200	108-150	5-050	4.6%	0-183	0.5%	75%	False	False	391,292
120	115-000	108-150	6-170	5.8%	0-153	0.4%	59%	False	False	326,095

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-306
2.618	114-037
1.618	113-192
1.000	113-090
0.618	113-027
HIGH	112-245
0.618	112-182
0.500	112-162
0.382	112-143
LOW	112-080
0.618	111-298
1.000	111-235
1.618	111-133
2.618	110-288
4.250	110-019

Fisher Pivots for day following 21-Aug-2008
Pivot	1 day	3 day
R1	112-162	112-154
PP	112-144	112-138
S1	112-126	112-122

Download as Excel Spreadsheet

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

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