ECBOT 5 Year T-Note Future September 2008

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

Day Change Summary
	Previous	Current
	20-May-2008	21-May-2008	Change	Change %	Previous Week
Open	111-030	111-170	0-140	0.4%	111-170
High	111-170	111-180	0-010	0.0%	111-270
Low	111-000	111-040	0-040	0.1%	110-090
Close	111-160	111-060	-0-100	-0.3%	110-310
Range	0-170	0-140	-0-030	-17.6%	1-180
ATR	0-175	0-172	-0-002	-1.4%	0-000
Volume	104,964	240,522	135,558	129.1%	210,865

Daily Pivots for day following 21-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-193	112-107	111-137
R3	112-053	111-287	111-098
R2	111-233	111-233	111-086
R1	111-147	111-147	111-073	111-120
PP	111-093	111-093	111-093	111-080
S1	111-007	111-007	111-047	110-300
S2	110-273	110-273	111-034
S3	110-133	110-187	111-022
S4	109-313	110-047	110-303

Weekly Pivots for week ending 16-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-230	114-290	111-265
R3	114-050	113-110	111-128
R2	112-190	112-190	111-082
R1	111-250	111-250	111-036	111-130
PP	111-010	111-010	111-010	110-270
S1	110-070	110-070	110-264	109-270
S2	109-150	109-150	110-218
S3	107-290	108-210	110-172
S4	106-110	107-030	110-035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-180	110-090	1-090	1.2%	0-180	0.5%	71%	True	False	118,141
10	111-280	110-090	1-190	1.4%	0-184	0.5%	57%	False	False	66,414
20	111-280	110-090	1-190	1.4%	0-176	0.5%	57%	False	False	36,969
40	113-240	110-090	3-150	3.1%	0-114	0.3%	26%	False	False	18,708
60	115-000	110-090	4-230	4.2%	0-076	0.2%	19%	False	False	12,472

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-135
2.618	112-227
1.618	112-087
1.000	112-000
0.618	111-267
HIGH	111-180
0.618	111-127
0.500	111-110
0.382	111-093
LOW	111-040
0.618	110-273
1.000	110-220
1.618	110-133
2.618	109-313
4.250	109-085

Fisher Pivots for day following 21-May-2008
Pivot	1 day	3 day
R1	111-110	111-060
PP	111-093	111-060
S1	111-077	111-060

Download as Excel Spreadsheet

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

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