ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 22-Aug-2008

Day Change Summary
	Previous	Current
	21-Aug-2008	22-Aug-2008	Change	Change %	Previous Week
Open	112-020	111-260	-0-080	-0.2%	111-180
High	112-070	111-280	-0-110	-0.3%	112-070
Low	111-220	111-100	-0-120	-0.3%	111-100
Close	111-250	111-150	-0-100	-0.3%	111-150
Range	0-170	0-180	0-010	5.9%	0-290
ATR	0-170	0-171	0-001	0.4%	0-000
Volume	105,795	75,357	-30,438	-28.8%	320,772

Daily Pivots for day following 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-077	112-293	111-249
R3	112-217	112-113	111-200
R2	112-037	112-037	111-183
R1	111-253	111-253	111-166	111-215
PP	111-177	111-177	111-177	111-158
S1	111-073	111-073	111-134	111-035
S2	110-317	110-317	111-117
S3	110-137	110-213	111-100
S4	109-277	110-033	111-051

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-123	113-267	111-310
R3	113-153	112-297	111-230
R2	112-183	112-183	111-203
R1	112-007	112-007	111-177	111-270
PP	111-213	111-213	111-213	111-185
S1	111-037	111-037	111-123	110-300
S2	110-243	110-243	111-097
S3	109-273	110-067	111-070
S4	108-303	109-097	110-310

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-070	111-100	0-290	0.8%	0-144	0.4%	17%	False	True	64,154
10	112-070	110-180	1-210	1.5%	0-161	0.5%	55%	False	False	37,834
20	112-070	109-260	2-130	2.2%	0-160	0.4%	69%	False	False	20,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-085
2.618	113-111
1.618	112-251
1.000	112-140
0.618	112-071
HIGH	111-280
0.618	111-211
0.500	111-190
0.382	111-169
LOW	111-100
0.618	110-309
1.000	110-240
1.618	110-129
2.618	109-269
4.250	108-295

Fisher Pivots for day following 22-Aug-2008
Pivot	1 day	3 day
R1	111-190	111-245
PP	111-177	111-213
S1	111-163	111-182

Download as Excel Spreadsheet

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

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