ECBOT 10 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 18-Aug-2008

Day Change Summary
	Previous	Current
	15-Aug-2008	18-Aug-2008	Change	Change %	Previous Week
Open	115-260	116-065	0-125	0.3%	115-145
High	116-145	116-155	0-010	0.0%	116-145
Low	115-210	116-005	0-115	0.3%	114-170
Close	116-030	116-125	0-095	0.3%	116-030
Range	0-255	0-150	-0-105	-41.2%	1-295
ATR	0-287	0-277	-0-010	-3.4%	0-000
Volume	785,906	597,848	-188,058	-23.9%	3,879,397

Daily Pivots for day following 18-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	117-225	117-165	116-208
R3	117-075	117-015	116-166
R2	116-245	116-245	116-152
R1	116-185	116-185	116-139	116-215
PP	116-095	116-095	116-095	116-110
S1	116-035	116-035	116-111	116-065
S2	115-265	115-265	116-098
S3	115-115	115-205	116-084
S4	114-285	115-055	116-042

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	121-147	120-223	117-048
R3	119-172	118-248	116-199
R2	117-197	117-197	116-143
R1	116-273	116-273	116-086	117-075
PP	115-222	115-222	115-222	115-282
S1	114-298	114-298	115-294	115-100
S2	113-247	113-247	115-237
S3	111-272	113-003	115-181
S4	109-297	111-028	115-012

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-155	114-265	1-210	1.4%	0-243	0.7%	94%	True	False	730,096
10	116-155	114-020	2-135	2.1%	0-258	0.7%	96%	True	False	792,324
20	116-155	112-270	3-205	3.1%	0-274	0.7%	97%	True	False	873,705
40	116-155	112-025	4-130	3.8%	0-290	0.8%	98%	True	False	950,709
60	116-155	111-010	5-145	4.7%	0-301	0.8%	98%	True	False	955,555
80	116-155	111-010	5-145	4.7%	0-294	0.8%	98%	True	False	726,846
100	117-190	111-010	6-180	5.6%	0-276	0.7%	82%	False	False	581,895

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-052
Narrowest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	118-152
2.618	117-228
1.618	117-078
1.000	116-305
0.618	116-248
HIGH	116-155
0.618	116-098
0.500	116-080
0.382	116-062
LOW	116-005
0.618	115-232
1.000	115-175
1.618	115-082
2.618	114-252
4.250	114-008

Fisher Pivots for day following 18-Aug-2008
Pivot	1 day	3 day
R1	116-110	116-066
PP	116-095	116-007
S1	116-080	115-268

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

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