ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 23-Jun-2008

Day Change Summary
	Previous	Current
	20-Jun-2008	23-Jun-2008	Change	Change %	Previous Week
Open	109-010	109-092	0-082	0.2%	108-217
High	109-162	109-147	-0-015	0.0%	109-177
Low	109-002	109-030	0-028	0.1%	108-157
Close	109-150	109-067	-0-083	-0.2%	109-150
Range	0-160	0-117	-0-043	-26.9%	1-020
ATR	0-224	0-217	-0-007	-3.3%	0-000
Volume	613,250	523,088	-90,162	-14.7%	3,020,772

Daily Pivots for day following 23-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	110-112	110-047	109-131
R3	109-315	109-250	109-099
R2	109-198	109-198	109-088
R1	109-133	109-133	109-078	109-107
PP	109-081	109-081	109-081	109-068
S1	109-016	109-016	109-056	108-310
S2	108-284	108-284	109-046
S3	108-167	108-219	109-035
S4	108-050	108-102	109-003

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	108-160	1-017	1.0%	0-180	0.5%	67%	False	False	569,595
10	110-050	108-150	1-220	1.5%	0-220	0.6%	44%	False	False	667,421
20	111-100	108-150	2-270	2.6%	0-236	0.7%	26%	False	False	648,827
40	111-280	108-150	3-130	3.1%	0-209	0.6%	22%	False	False	352,322
60	113-240	108-150	5-090	4.8%	0-164	0.5%	14%	False	False	235,184
80	115-000	108-150	6-170	6.0%	0-123	0.4%	11%	False	False	176,388

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	111-004
2.618	110-133
1.618	110-016
1.000	109-264
0.618	109-219
HIGH	109-147
0.618	109-102
0.500	109-088
0.382	109-075
LOW	109-030
0.618	108-278
1.000	108-233
1.618	108-161
2.618	108-044
4.250	107-173

Fisher Pivots for day following 23-Jun-2008
Pivot	1 day	3 day
R1	109-088	109-067
PP	109-081	109-067
S1	109-074	109-067

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

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