ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 02-Jul-2008

Day Change Summary
	Previous	Current
	01-Jul-2008	02-Jul-2008	Change	Change %	Previous Week
Open	110-165	110-152	-0-013	0.0%	109-092
High	111-010	110-267	-0-063	-0.2%	110-207
Low	110-115	110-107	-0-008	0.0%	109-020
Close	110-165	110-240	0-075	0.2%	110-140
Range	0-215	0-160	-0-055	-25.6%	1-187
ATR	0-210	0-206	-0-004	-1.7%	0-000
Volume	520,752	820,001	299,249	57.5%	2,809,954

Daily Pivots for day following 02-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-045	111-302	111-008
R3	111-205	111-142	110-284
R2	111-045	111-045	110-269
R1	110-302	110-302	110-255	111-014
PP	110-205	110-205	110-205	110-220
S1	110-142	110-142	110-225	110-174
S2	110-045	110-045	110-211
S3	109-205	109-302	110-196
S4	109-045	109-142	110-152

Weekly Pivots for week ending 27-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-257	114-065	111-099
R3	113-070	112-198	110-279
R2	111-203	111-203	110-233
R1	111-011	111-011	110-186	111-107
PP	110-016	110-016	110-016	110-064
S1	109-144	109-144	110-094	109-240
S2	108-149	108-149	110-047
S3	106-282	107-277	110-001
S4	105-095	106-090	109-181

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-010	109-187	1-143	1.3%	0-185	0.5%	81%	False	False	633,933
10	111-010	108-277	2-053	2.0%	0-185	0.5%	87%	False	False	596,232
20	111-100	108-150	2-270	2.6%	0-226	0.6%	80%	False	False	667,301
40	111-280	108-150	3-130	3.1%	0-212	0.6%	67%	False	False	456,329
60	113-200	108-150	5-050	4.7%	0-183	0.5%	44%	False	False	305,566
80	115-000	108-150	6-170	5.9%	0-140	0.4%	35%	False	False	229,217
100	115-000	108-150	6-170	5.9%	0-112	0.3%	35%	False	False	183,374

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-040
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-307
2.618	112-046
1.618	111-206
1.000	111-107
0.618	111-046
HIGH	110-267
0.618	110-206
0.500	110-187
0.382	110-168
LOW	110-107
0.618	110-008
1.000	109-267
1.618	109-168
2.618	109-008
4.250	108-067

Fisher Pivots for day following 02-Jul-2008
Pivot	1 day	3 day
R1	110-222	110-231
PP	110-205	110-222
S1	110-187	110-212

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

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