ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 06-Jun-2008

Day Change Summary
	Previous	Current
	05-Jun-2008	06-Jun-2008	Change	Change %	Previous Week
Open	110-230	110-160	-0-070	-0.2%	109-280
High	110-280	111-080	0-120	0.3%	111-090
Low	110-100	110-040	-0-060	-0.2%	109-270
Close	110-180	111-030	0-170	0.5%	111-030
Range	0-180	1-040	0-180	100.0%	1-140
ATR	0-195	0-207	0-012	6.1%	0-000
Volume	831,459	812,913	-18,546	-2.2%	3,804,810

Daily Pivots for day following 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-063	113-247	111-228
R3	113-023	112-207	111-129
R2	111-303	111-303	111-096
R1	111-167	111-167	111-063	111-235
PP	110-263	110-263	110-263	110-298
S1	110-127	110-127	110-317	110-195
S2	109-223	109-223	110-284
S3	108-183	109-087	110-251
S4	107-143	108-047	110-152

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-017	114-163	111-283
R3	113-197	113-023	111-156
R2	112-057	112-057	111-114
R1	111-203	111-203	111-072	111-290
PP	110-237	110-237	110-237	110-280
S1	110-063	110-063	110-308	110-150
S2	109-097	109-097	110-266
S3	107-277	108-243	110-224
S4	106-137	107-103	110-097

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-090	109-270	1-140	1.3%	0-260	0.7%	87%	False	False	760,962
10	111-090	109-120	1-290	1.7%	0-211	0.6%	90%	False	False	561,424
20	111-270	109-120	2-150	2.2%	0-210	0.6%	70%	False	False	326,228
40	113-200	109-120	4-080	3.8%	0-171	0.5%	40%	False	False	165,675
60	115-000	109-120	5-200	5.1%	0-120	0.3%	31%	False	False	110,595
80	115-000	109-120	5-200	5.1%	0-090	0.3%	31%	False	False	82,947

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 88 trading days

Fibonacci Retracements and Extensions
4.250	116-010
2.618	114-062
1.618	113-022
1.000	112-120
0.618	111-302
HIGH	111-080
0.618	110-262
0.500	110-220
0.382	110-178
LOW	110-040
0.618	109-138
1.000	109-000
1.618	108-098
2.618	107-058
4.250	105-110

Fisher Pivots for day following 06-Jun-2008
Pivot	1 day	3 day
R1	110-307	110-308
PP	110-263	110-267
S1	110-220	110-225

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

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