ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 13-Jun-2008

Day Change Summary
	Previous	Current
	12-Jun-2008	13-Jun-2008	Change	Change %	Previous Week
Open	109-240	108-260	-0-300	-0.9%	111-060
High	109-270	109-080	-0-190	-0.5%	111-100
Low	108-210	108-150	-0-060	-0.2%	108-150
Close	108-290	108-200	-0-090	-0.3%	108-200
Range	1-060	0-250	-0-130	-34.2%	2-270
ATR	0-241	0-241	0-001	0.3%	0-000
Volume	716,752	687,757	-28,995	-4.0%	3,931,472

Daily Pivots for day following 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-040	110-210	109-018
R3	110-110	109-280	108-269
R2	109-180	109-180	108-246
R1	109-030	109-030	108-223	108-300
PP	108-250	108-250	108-250	108-225
S1	108-100	108-100	108-177	108-050
S2	108-000	108-000	108-154
S3	107-070	107-170	108-131
S4	106-140	106-240	108-062

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-000	116-050	110-060
R3	115-050	113-100	109-130
R2	112-100	112-100	109-047
R1	110-150	110-150	108-283	109-310
PP	109-150	109-150	109-150	109-070
S1	107-200	107-200	108-117	107-040
S2	106-200	106-200	108-033
S3	103-250	104-250	107-270
S4	100-300	101-300	107-020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-100	108-150	2-270	2.6%	1-002	0.9%	5%	False	True	786,294
10	111-100	108-150	2-270	2.6%	0-291	0.8%	5%	False	True	773,628
20	111-180	108-150	3-030	2.8%	0-235	0.7%	5%	False	True	512,259
40	111-280	108-150	3-130	3.1%	0-199	0.6%	5%	False	True	263,958
60	114-110	108-150	5-280	5.4%	0-147	0.4%	3%	False	True	176,119
80	115-000	108-150	6-170	6.0%	0-110	0.3%	2%	False	True	132,090

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-056
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	112-182
2.618	111-094
1.618	110-164
1.000	110-010
0.618	109-234
HIGH	109-080
0.618	108-304
0.500	108-275
0.382	108-246
LOW	108-150
0.618	107-316
1.000	107-220
1.618	107-066
2.618	106-136
4.250	105-048

Fisher Pivots for day following 13-Jun-2008
Pivot	1 day	3 day
R1	108-275	109-090
PP	108-250	109-020
S1	108-225	108-270

Download as Excel Spreadsheet

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

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