ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 09-Jun-2008

Day Change Summary
	Previous	Current
	06-Jun-2008	09-Jun-2008	Change	Change %	Previous Week
Open	110-160	111-060	0-220	0.6%	109-280
High	111-080	111-100	0-020	0.1%	111-090
Low	110-040	109-300	-0-060	-0.2%	109-270
Close	111-030	110-040	-0-310	-0.9%	111-030
Range	1-040	1-120	0-080	22.2%	1-140
ATR	0-207	0-223	0-017	8.1%	0-000
Volume	812,913	801,116	-11,797	-1.5%	3,804,810

Daily Pivots for day following 09-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-187	113-233	110-282
R3	113-067	112-113	110-161
R2	111-267	111-267	110-121
R1	110-313	110-313	110-080	110-230
PP	110-147	110-147	110-147	110-105
S1	109-193	109-193	110-000	109-110
S2	109-027	109-027	109-279
S3	107-227	108-073	109-239
S4	106-107	106-273	109-118

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	111-100	109-300	1-120	1.2%	0-292	0.8%	14%	True	True	805,030
10	111-100	109-120	1-300	1.8%	0-252	0.7%	39%	True	False	630,233
20	111-200	109-120	2-080	2.0%	0-226	0.6%	33%	False	False	365,479
40	113-020	109-120	3-220	3.3%	0-179	0.5%	20%	False	False	185,703
60	115-000	109-120	5-200	5.1%	0-128	0.4%	13%	False	False	123,947
80	115-000	109-120	5-200	5.1%	0-096	0.3%	13%	False	False	92,961

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	0-047
Widest range in 89 trading days

Fibonacci Retracements and Extensions
4.250	117-050
2.618	114-292
1.618	113-172
1.000	112-220
0.618	112-052
HIGH	111-100
0.618	110-252
0.500	110-200
0.382	110-148
LOW	109-300
0.618	109-028
1.000	108-180
1.618	107-228
2.618	106-108
4.250	104-030

Fisher Pivots for day following 09-Jun-2008
Pivot	1 day	3 day
R1	110-200	110-200
PP	110-147	110-147
S1	110-093	110-093

Download as Excel Spreadsheet

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

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