ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 03-Jul-2008

Day Change Summary
	Previous	Current
	02-Jul-2008	03-Jul-2008	Change	Change %	Previous Week
Open	110-152	110-235	0-083	0.2%	109-092
High	110-267	111-025	0-078	0.2%	110-207
Low	110-107	110-200	0-093	0.3%	109-020
Close	110-240	110-287	0-047	0.1%	110-140
Range	0-160	0-145	-0-015	-9.4%	1-187
ATR	0-206	0-202	-0-004	-2.1%	0-000
Volume	820,001	671,210	-148,791	-18.1%	2,809,954

Daily Pivots for day following 03-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-072	112-005	111-047
R3	111-247	111-180	111-007
R2	111-102	111-102	110-314
R1	111-035	111-035	110-300	111-068
PP	110-277	110-277	110-277	110-294
S1	110-210	110-210	110-274	110-244
S2	110-132	110-132	110-260
S3	109-307	110-065	110-247
S4	109-162	109-240	110-207

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	111-025	110-065	0-280	0.8%	0-162	0.5%	79%	True	False	651,919
10	111-025	109-002	2-023	1.9%	0-177	0.5%	91%	True	False	603,387
20	111-100	108-150	2-270	2.6%	0-224	0.6%	85%	False	False	659,289
40	111-280	108-150	3-130	3.1%	0-211	0.6%	71%	False	False	472,809
60	113-200	108-150	5-050	4.6%	0-183	0.5%	47%	False	False	316,665
80	115-000	108-150	6-170	5.9%	0-142	0.4%	37%	False	False	237,607
100	115-000	108-150	6-170	5.9%	0-114	0.3%	37%	False	False	190,086

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	113-001
2.618	112-085
1.618	111-260
1.000	111-170
0.618	111-115
HIGH	111-025
0.618	110-290
0.500	110-272
0.382	110-255
LOW	110-200
0.618	110-110
1.000	110-055
1.618	109-285
2.618	109-140
4.250	108-224

Fisher Pivots for day following 03-Jul-2008
Pivot	1 day	3 day
R1	110-282	110-267
PP	110-277	110-246
S1	110-272	110-226

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

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