ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 25-Jun-2008

Day Change Summary
	Previous	Current
	24-Jun-2008	25-Jun-2008	Change	Change %	Previous Week
Open	109-062	109-210	0-148	0.4%	108-217
High	109-240	109-235	-0-005	0.0%	109-177
Low	109-032	109-020	-0-012	0.0%	108-157
Close	109-205	109-205	0-000	0.0%	109-150
Range	0-208	0-215	0-007	3.4%	1-020
ATR	0-216	0-216	0-000	0.0%	0-000
Volume	470,546	586,116	115,570	24.6%	3,020,772

Daily Pivots for day following 25-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-158	111-077	110-003
R3	110-263	110-182	109-264
R2	110-048	110-048	109-244
R1	109-287	109-287	109-225	109-220
PP	109-153	109-153	109-153	109-120
S1	109-072	109-072	109-185	109-005
S2	108-258	108-258	109-166
S3	108-043	108-177	109-146
S4	107-148	107-282	109-087

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	108-277	0-283	0.8%	0-184	0.5%	88%	False	False	558,531
10	109-270	108-150	1-120	1.3%	0-208	0.6%	85%	False	False	600,503
20	111-100	108-150	2-270	2.6%	0-236	0.7%	41%	False	False	678,300
40	111-280	108-150	3-130	3.1%	0-212	0.6%	34%	False	False	378,311
60	113-200	108-150	5-050	4.7%	0-171	0.5%	23%	False	False	252,759
80	115-000	108-150	6-170	6.0%	0-128	0.4%	18%	False	False	189,596
100	115-000	108-150	6-170	6.0%	0-103	0.3%	18%	False	False	151,677

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-041
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	112-189
2.618	111-158
1.618	110-263
1.000	110-130
0.618	110-048
HIGH	109-235
0.618	109-153
0.500	109-128
0.382	109-102
LOW	109-020
0.618	108-207
1.000	108-125
1.618	107-312
2.618	107-097
4.250	106-066

Fisher Pivots for day following 25-Jun-2008
Pivot	1 day	3 day
R1	109-179	109-180
PP	109-153	109-155
S1	109-128	109-130

Download as Excel Spreadsheet

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

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