ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 17-Jun-2008

Day Change Summary
	Previous	Current
	16-Jun-2008	17-Jun-2008	Change	Change %	Previous Week
Open	108-217	108-160	-0-057	-0.2%	111-060
High	108-280	109-040	0-080	0.2%	111-100
Low	108-157	108-160	0-003	0.0%	108-150
Close	108-205	108-282	0-077	0.2%	108-200
Range	0-123	0-200	0-077	62.6%	2-270
ATR	0-233	0-230	-0-002	-1.0%	0-000
Volume	695,882	429,993	-265,889	-38.2%	3,931,472

Daily Pivots for day following 17-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	110-227	110-135	109-072
R3	110-027	109-255	109-017
R2	109-147	109-147	108-319
R1	109-055	109-055	108-300	109-101
PP	108-267	108-267	108-267	108-290
S1	108-175	108-175	108-264	108-221
S2	108-067	108-067	108-245
S3	107-187	107-295	108-227
S4	106-307	107-095	108-172

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	110-030	108-150	1-200	1.5%	0-247	0.7%	25%	False	False	657,273
10	111-100	108-150	2-270	2.6%	0-268	0.8%	15%	False	False	752,195
20	111-180	108-150	3-030	2.8%	0-237	0.7%	13%	False	False	559,262
40	111-280	108-150	3-130	3.1%	0-206	0.6%	12%	False	False	292,104
60	113-240	108-150	5-090	4.9%	0-153	0.4%	8%	False	False	194,884
80	115-000	108-150	6-170	6.0%	0-114	0.3%	6%	False	False	146,163

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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	111-250
2.618	110-244
1.618	110-044
1.000	109-240
0.618	109-164
HIGH	109-040
0.618	108-284
0.500	108-260
0.382	108-236
LOW	108-160
0.618	108-036
1.000	107-280
1.618	107-156
2.618	106-276
4.250	105-270

Fisher Pivots for day following 17-Jun-2008
Pivot	1 day	3 day
R1	108-275	108-280
PP	108-267	108-277
S1	108-260	108-275

Download as Excel Spreadsheet

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

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