ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 16-Jun-2008

Day Change Summary
	Previous	Current
	13-Jun-2008	16-Jun-2008	Change	Change %	Previous Week
Open	108-260	108-217	-0-043	-0.1%	111-060
High	109-080	108-280	-0-120	-0.3%	111-100
Low	108-150	108-157	0-007	0.0%	108-150
Close	108-200	108-205	0-005	0.0%	108-200
Range	0-250	0-123	-0-127	-50.8%	2-270
ATR	0-241	0-233	-0-008	-3.5%	0-000
Volume	687,757	695,882	8,125	1.2%	3,931,472

Daily Pivots for day following 16-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	109-263	109-197	108-273
R3	109-140	109-074	108-239
R2	109-017	109-017	108-228
R1	108-271	108-271	108-216	108-242
PP	108-214	108-214	108-214	108-200
S1	108-148	108-148	108-194	108-120
S2	108-091	108-091	108-182
S3	107-288	108-025	108-171
S4	107-165	107-222	108-137

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	110-050	108-150	1-220	1.6%	0-259	0.7%	10%	False	False	765,247
10	111-100	108-150	2-270	2.6%	0-275	0.8%	6%	False	False	785,138
20	111-180	108-150	3-030	2.8%	0-235	0.7%	6%	False	False	543,011
40	111-280	108-150	3-130	3.1%	0-201	0.6%	5%	False	False	281,355
60	114-110	108-150	5-280	5.4%	0-149	0.4%	3%	False	False	187,717
80	115-000	108-150	6-170	6.0%	0-112	0.3%	3%	False	False	140,788

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-061
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	110-163
2.618	109-282
1.618	109-159
1.000	109-083
0.618	109-036
HIGH	108-280
0.618	108-233
0.500	108-218
0.382	108-204
LOW	108-157
0.618	108-081
1.000	108-034
1.618	107-278
2.618	107-155
4.250	106-274

Fisher Pivots for day following 16-Jun-2008
Pivot	1 day	3 day
R1	108-218	109-050
PP	108-214	108-315
S1	108-210	108-260

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

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