ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 12-Jun-2008

Day Change Summary
	Previous	Current
	11-Jun-2008	12-Jun-2008	Change	Change %	Previous Week
Open	109-110	109-240	0-130	0.4%	109-280
High	110-030	109-270	-0-080	-0.2%	111-090
Low	109-070	108-210	-0-180	-0.5%	109-270
Close	109-250	108-290	-0-280	-0.8%	111-030
Range	0-280	1-060	0-100	35.7%	1-140
ATR	0-230	0-241	0-011	4.7%	0-000
Volume	755,985	716,752	-39,233	-5.2%	3,804,810

Daily Pivots for day following 12-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-223	111-317	109-179
R3	111-163	110-257	109-074
R2	110-103	110-103	109-040
R1	109-197	109-197	109-005	109-120
PP	109-043	109-043	109-043	109-005
S1	108-137	108-137	108-255	108-060
S2	107-303	107-303	108-220
S3	106-243	107-077	108-186
S4	105-183	106-017	108-081

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	108-210	2-210	2.4%	1-024	1.0%	9%	False	True	811,325
10	111-100	108-210	2-210	2.4%	0-277	0.8%	9%	False	True	775,843
20	111-180	108-210	2-290	2.7%	0-234	0.7%	9%	False	True	484,358
40	111-280	108-210	3-070	3.0%	0-198	0.6%	8%	False	True	246,764
60	115-000	108-210	6-110	5.8%	0-143	0.4%	4%	False	True	164,657
80	115-000	108-210	6-110	5.8%	0-107	0.3%	4%	False	True	123,493

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-045
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-285
2.618	112-305
1.618	111-245
1.000	111-010
0.618	110-185
HIGH	109-270
0.618	109-125
0.500	109-080
0.382	109-035
LOW	108-210
0.618	107-295
1.000	107-150
1.618	106-235
2.618	105-175
4.250	103-195

Fisher Pivots for day following 12-Jun-2008
Pivot	1 day	3 day
R1	109-080	109-130
PP	109-043	109-077
S1	109-007	109-023

Download as Excel Spreadsheet

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

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