ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 24-Jul-2008

Day Change Summary
	Previous	Current
	23-Jul-2008	24-Jul-2008	Change	Change %	Previous Week
Open	109-060	110-050	0-310	0.9%	110-260
High	109-150	110-090	0-260	0.7%	111-210
Low	109-050	110-050	1-000	0.9%	109-220
Close	109-090	110-050	0-280	0.8%	109-280
Range	0-100	0-040	-0-060	-60.0%	1-310
ATR	0-186	0-195	0-010	5.2%	0-000
Volume	4,876	1,048	-3,828	-78.5%	3,085

Daily Pivots for day following 24-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	110-183	110-157	110-072
R3	110-143	110-117	110-061
R2	110-103	110-103	110-057
R1	110-077	110-077	110-054	110-070
PP	110-063	110-063	110-063	110-060
S1	110-037	110-037	110-046	110-030
S2	110-023	110-023	110-043
S3	109-303	109-317	110-039
S4	109-263	109-277	110-028

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-100	115-020	110-306
R3	114-110	113-030	110-133
R2	112-120	112-120	110-076
R1	111-040	111-040	110-018	110-245
PP	110-130	110-130	110-130	110-072
S1	109-050	109-050	109-222	108-255
S2	108-140	108-140	109-164
S3	106-150	107-060	109-107
S4	104-160	105-070	108-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-170	109-050	1-120	1.2%	0-170	0.5%	73%	False	False	2,166
10	111-210	109-050	2-160	2.3%	0-194	0.6%	40%	False	False	1,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-032
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110-260
2.618	110-195
1.618	110-155
1.000	110-130
0.618	110-115
HIGH	110-090
0.618	110-075
0.500	110-070
0.382	110-065
LOW	110-050
0.618	110-025
1.000	110-010
1.618	109-305
2.618	109-265
4.250	109-200

Fisher Pivots for day following 24-Jul-2008
Pivot	1 day	3 day
R1	110-070	110-003
PP	110-063	109-277
S1	110-057	109-230

Download as Excel Spreadsheet

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

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