ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 10-Jun-2008

Day Change Summary
	Previous	Current
	09-Jun-2008	10-Jun-2008	Change	Change %	Previous Week
Open	111-060	110-050	-1-010	-0.9%	109-280
High	111-100	110-050	-1-050	-1.0%	111-090
Low	109-300	109-110	-0-190	-0.5%	109-270
Close	110-040	109-140	-0-220	-0.6%	111-030
Range	1-120	0-260	-0-180	-40.9%	1-140
ATR	0-223	0-226	0-003	1.2%	0-000
Volume	801,116	969,862	168,746	21.1%	3,804,810

Daily Pivots for day following 10-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-027	111-183	109-283
R3	111-087	110-243	109-212
R2	110-147	110-147	109-188
R1	109-303	109-303	109-164	109-255
PP	109-207	109-207	109-207	109-182
S1	109-043	109-043	109-116	108-315
S2	108-267	108-267	109-092
S3	108-007	108-103	109-068
S4	107-067	107-163	108-317

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	109-110	1-310	1.8%	0-290	0.8%	5%	False	True	847,116
10	111-100	109-110	1-310	1.8%	0-260	0.7%	5%	False	True	714,481
20	111-180	109-110	2-070	2.0%	0-224	0.6%	4%	False	True	413,194
40	112-070	109-110	2-280	2.6%	0-184	0.5%	3%	False	True	209,946
60	115-000	109-110	5-210	5.2%	0-132	0.4%	2%	False	True	140,111
80	115-000	109-110	5-210	5.2%	0-099	0.3%	2%	False	True	105,084

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	0-044
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-195
2.618	112-091
1.618	111-151
1.000	110-310
0.618	110-211
HIGH	110-050
0.618	109-271
0.500	109-240
0.382	109-209
LOW	109-110
0.618	108-269
1.000	108-170
1.618	108-009
2.618	107-069
4.250	105-285

Fisher Pivots for day following 10-Jun-2008
Pivot	1 day	3 day
R1	109-240	110-105
PP	109-207	110-010
S1	109-173	109-235

Download as Excel Spreadsheet

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

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