ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 20-Jun-2008

Day Change Summary
	Previous	Current
	19-Jun-2008	20-Jun-2008	Change	Change %	Previous Week
Open	109-132	109-010	-0-122	-0.3%	108-217
High	109-177	109-162	-0-015	0.0%	109-177
Low	108-277	109-002	0-045	0.1%	108-157
Close	108-307	109-150	0-163	0.5%	109-150
Range	0-220	0-160	-0-060	-27.3%	1-020
ATR	0-228	0-224	-0-004	-1.7%	0-000
Volume	599,655	613,250	13,595	2.3%	3,020,772

Daily Pivots for day following 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	110-265	110-207	109-238
R3	110-105	110-047	109-194
R2	109-265	109-265	109-179
R1	109-207	109-207	109-165	109-236
PP	109-105	109-105	109-105	109-119
S1	109-047	109-047	109-135	109-076
S2	108-265	108-265	109-121
S3	108-105	108-207	109-106
S4	107-265	108-047	109-062

Weekly Pivots for week ending 20-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-115	111-312	110-017
R3	111-095	110-292	109-244
R2	110-075	110-075	109-212
R1	109-272	109-272	109-181	110-014
PP	109-055	109-055	109-055	109-085
S1	108-252	108-252	109-119	108-314
S2	108-035	108-035	109-088
S3	107-015	107-232	109-056
S4	105-315	106-212	108-283

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109-177	108-157	1-020	1.0%	0-182	0.5%	92%	False	False	604,154
10	111-100	108-150	2-270	2.6%	0-252	0.7%	35%	False	False	695,224
20	111-100	108-150	2-270	2.6%	0-231	0.7%	35%	False	False	628,324
40	111-280	108-150	3-130	3.1%	0-208	0.6%	29%	False	False	339,431
60	113-240	108-150	5-090	4.8%	0-162	0.5%	19%	False	False	226,465
80	115-000	108-150	6-170	6.0%	0-122	0.3%	15%	False	False	169,849

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	111-202
2.618	110-261
1.618	110-101
1.000	110-002
0.618	109-261
HIGH	109-162
0.618	109-101
0.500	109-082
0.382	109-063
LOW	109-002
0.618	108-223
1.000	108-162
1.618	108-063
2.618	107-223
4.250	106-282

Fisher Pivots for day following 20-Jun-2008
Pivot	1 day	3 day
R1	109-127	109-120
PP	109-105	109-090
S1	109-082	109-060

Download as Excel Spreadsheet

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

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