ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 26-Jun-2008

Day Change Summary
	Previous	Current
	25-Jun-2008	26-Jun-2008	Change	Change %	Previous Week
Open	109-210	109-225	0-015	0.0%	108-217
High	109-235	110-130	0-215	0.6%	109-177
Low	109-020	109-187	0-167	0.5%	108-157
Close	109-205	110-102	0-217	0.6%	109-150
Range	0-215	0-263	0-048	22.3%	1-020
ATR	0-216	0-219	0-003	1.6%	0-000
Volume	586,116	581,279	-4,837	-0.8%	3,020,772

Daily Pivots for day following 26-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-182	112-085	110-247
R3	111-239	111-142	110-174
R2	110-296	110-296	110-150
R1	110-199	110-199	110-126	110-248
PP	110-033	110-033	110-033	110-057
S1	109-256	109-256	110-078	109-304
S2	109-090	109-090	110-054
S3	108-147	108-313	110-030
S4	107-204	108-050	109-277

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	110-130	109-002	1-128	1.3%	0-193	0.5%	94%	True	False	554,855
10	110-130	108-150	1-300	1.8%	0-196	0.6%	95%	True	False	586,955
20	111-100	108-150	2-270	2.6%	0-237	0.7%	65%	False	False	681,399
40	111-280	108-150	3-130	3.1%	0-214	0.6%	54%	False	False	392,588
60	113-200	108-150	5-050	4.7%	0-175	0.5%	36%	False	False	262,427
80	115-000	108-150	6-170	5.9%	0-132	0.4%	28%	False	False	196,862
100	115-000	108-150	6-170	5.9%	0-105	0.3%	28%	False	False	157,490

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	113-288
2.618	112-179
1.618	111-236
1.000	111-073
0.618	110-293
HIGH	110-130
0.618	110-030
0.500	109-318
0.382	109-287
LOW	109-187
0.618	109-024
1.000	108-244
1.618	108-081
2.618	107-138
4.250	106-029

Fisher Pivots for day following 26-Jun-2008
Pivot	1 day	3 day
R1	110-068	110-040
PP	110-033	109-297
S1	109-318	109-235

Download as Excel Spreadsheet

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

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