ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 29-May-2008

Day Change Summary
	Previous	Current
	28-May-2008	29-May-2008	Change	Change %	Previous Week
Open	110-200	110-030	-0-170	-0.5%	110-300
High	110-240	110-050	-0-190	-0.5%	111-180
Low	110-000	109-120	-0-200	-0.6%	110-110
Close	110-040	109-270	-0-090	-0.3%	111-030
Range	0-240	0-250	0-010	4.2%	1-070
ATR	0-182	0-187	0-005	2.7%	0-000
Volume	339,825	519,296	179,471	52.8%	699,459

Daily Pivots for day following 29-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-043	111-247	110-088
R3	111-113	110-317	110-019
R2	110-183	110-183	109-316
R1	110-067	110-067	109-293	110-000
PP	109-253	109-253	109-253	109-220
S1	109-137	109-137	109-247	109-070
S2	109-003	109-003	109-224
S3	108-073	108-207	109-201
S4	107-143	107-277	109-132

Weekly Pivots for week ending 23-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-210	114-030	111-244
R3	113-140	112-280	111-137
R2	112-070	112-070	111-102
R1	111-210	111-210	111-066	111-300
PP	111-000	111-000	111-000	111-045
S1	110-140	110-140	110-314	110-230
S2	109-250	109-250	110-278
S3	108-180	109-070	110-243
S4	107-110	108-000	110-136

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-030	109-120	1-230	1.6%	0-188	0.5%	27%	False	True	242,512
10	111-180	109-120	2-060	2.0%	0-190	0.5%	21%	False	True	192,873
20	111-280	109-120	2-160	2.3%	0-192	0.5%	19%	False	True	103,778
40	113-200	109-120	4-080	3.9%	0-145	0.4%	11%	False	True	52,941
60	115-000	109-120	5-200	5.1%	0-097	0.3%	8%	False	True	35,350
80	115-000	109-120	5-200	5.1%	0-073	0.2%	8%	False	True	26,513

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	0-033
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113-152
2.618	112-064
1.618	111-134
1.000	110-300
0.618	110-204
HIGH	110-050
0.618	109-274
0.500	109-245
0.382	109-216
LOW	109-120
0.618	108-286
1.000	108-190
1.618	108-036
2.618	107-106
4.250	106-018

Fisher Pivots for day following 29-May-2008
Pivot	1 day	3 day
R1	109-262	110-075
PP	109-253	110-033
S1	109-245	109-312

Download as Excel Spreadsheet

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

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