ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 31-Jul-2008

Day Change Summary
	Previous	Current
	30-Jul-2008	31-Jul-2008	Change	Change %	Previous Week
Open	110-060	110-100	0-040	0.1%	109-220
High	110-120	110-290	0-170	0.5%	110-130
Low	109-260	110-060	0-120	0.3%	109-050
Close	110-060	110-230	0-170	0.5%	109-250
Range	0-180	0-230	0-050	27.8%	1-080
ATR	0-194	0-197	0-003	1.3%	0-000
Volume	1,433	8,122	6,689	466.8%	10,128

Daily Pivots for day following 31-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-243	112-147	111-036
R3	112-013	111-237	110-293
R2	111-103	111-103	110-272
R1	111-007	111-007	110-251	111-055
PP	110-193	110-193	110-193	110-218
S1	110-097	110-097	110-209	110-145
S2	109-283	109-283	110-188
S3	109-053	109-187	110-167
S4	108-143	108-277	110-104

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-170	112-290	110-150
R3	112-090	111-210	110-040
R2	111-010	111-010	110-003
R1	110-130	110-130	109-287	110-230
PP	109-250	109-250	109-250	109-300
S1	109-050	109-050	109-213	109-150
S2	108-170	108-170	109-177
S3	107-090	107-290	109-140
S4	106-010	106-210	109-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-290	109-240	1-050	1.0%	0-190	0.5%	84%	True	False	2,605
10	110-290	109-050	1-240	1.6%	0-180	0.5%	89%	True	False	2,385
20	111-210	109-050	2-160	2.3%	0-175	0.5%	63%	False	False	1,802

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-031
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	113-308
2.618	112-252
1.618	112-022
1.000	111-200
0.618	111-112
HIGH	110-290
0.618	110-202
0.500	110-175
0.382	110-148
LOW	110-060
0.618	109-238
1.000	109-150
1.618	109-008
2.618	108-098
4.250	107-042

Fisher Pivots for day following 31-Jul-2008
Pivot	1 day	3 day
R1	110-212	110-192
PP	110-193	110-153
S1	110-175	110-115

Download as Excel Spreadsheet

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

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