ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 24-Jun-2008

Day Change Summary
	Previous	Current
	23-Jun-2008	24-Jun-2008	Change	Change %	Previous Week
Open	109-092	109-062	-0-030	-0.1%	108-217
High	109-147	109-240	0-093	0.3%	109-177
Low	109-030	109-032	0-002	0.0%	108-157
Close	109-067	109-205	0-138	0.4%	109-150
Range	0-117	0-208	0-091	77.8%	1-020
ATR	0-217	0-216	-0-001	-0.3%	0-000
Volume	523,088	470,546	-52,542	-10.0%	3,020,772

Daily Pivots for day following 24-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-143	111-062	109-319
R3	110-255	110-174	109-262
R2	110-047	110-047	109-243
R1	109-286	109-286	109-224	110-006
PP	109-159	109-159	109-159	109-179
S1	109-078	109-078	109-186	109-118
S2	108-271	108-271	109-167
S3	108-063	108-190	109-148
S4	107-175	107-302	109-091

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	109-240	108-262	0-298	0.8%	0-182	0.5%	88%	True	False	577,706
10	110-030	108-150	1-200	1.5%	0-214	0.6%	72%	False	False	617,490
20	111-100	108-150	2-270	2.6%	0-237	0.7%	41%	False	False	665,985
40	111-280	108-150	3-130	3.1%	0-212	0.6%	34%	False	False	364,017
60	113-240	108-150	5-090	4.8%	0-168	0.5%	22%	False	False	242,990
80	115-000	108-150	6-170	6.0%	0-126	0.4%	18%	False	False	182,270

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	0-043
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-164
2.618	111-145
1.618	110-257
1.000	110-128
0.618	110-049
HIGH	109-240
0.618	109-161
0.500	109-136
0.382	109-111
LOW	109-032
0.618	108-223
1.000	108-144
1.618	108-015
2.618	107-127
4.250	106-108

Fisher Pivots for day following 24-Jun-2008
Pivot	1 day	3 day
R1	109-182	109-177
PP	109-159	109-149
S1	109-136	109-121

Download as Excel Spreadsheet

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

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