ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 09-Jul-2008

Day Change Summary
	Previous	Current
	08-Jul-2008	09-Jul-2008	Change	Change %	Previous Week
Open	111-070	111-102	0-032	0.1%	110-175
High	111-165	111-280	0-115	0.3%	111-025
Low	111-030	111-035	0-005	0.0%	110-095
Close	111-127	111-222	0-095	0.3%	110-287
Range	0-135	0-245	0-110	81.5%	0-250
ATR	0-202	0-205	0-003	1.5%	0-000
Volume	663,263	582,965	-80,298	-12.1%	2,610,672

Daily Pivots for day following 09-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-274	113-173	112-037
R3	113-029	112-248	111-289
R2	112-104	112-104	111-267
R1	112-003	112-003	111-244	112-054
PP	111-179	111-179	111-179	111-204
S1	111-078	111-078	111-200	111-128
S2	110-254	110-254	111-177
S3	110-009	110-153	111-155
S4	109-084	109-228	111-087

Weekly Pivots for week ending 04-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-032	112-250	111-104
R3	112-102	112-000	111-036
R2	111-172	111-172	111-013
R1	111-070	111-070	110-310	111-121
PP	110-242	110-242	110-242	110-268
S1	110-140	110-140	110-264	110-191
S2	109-312	109-312	110-241
S3	109-062	109-210	110-218
S4	108-132	108-280	110-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-280	110-107	1-173	1.4%	0-192	0.5%	88%	True	False	671,091
10	111-280	109-020	2-260	2.5%	0-194	0.5%	94%	True	False	629,124
20	111-280	108-150	3-130	3.0%	0-204	0.6%	95%	True	False	623,307
40	111-280	108-150	3-130	3.0%	0-214	0.6%	95%	True	False	518,250
60	112-070	108-150	3-240	3.4%	0-190	0.5%	86%	False	False	347,733
80	115-000	108-150	6-170	5.8%	0-150	0.4%	49%	False	False	260,910
100	115-000	108-150	6-170	5.8%	0-120	0.3%	49%	False	False	208,728

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	0-052
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-041
2.618	113-281
1.618	113-036
1.000	112-205
0.618	112-111
HIGH	111-280
0.618	111-186
0.500	111-158
0.382	111-129
LOW	111-035
0.618	110-204
1.000	110-110
1.618	109-279
2.618	109-034
4.250	107-274

Fisher Pivots for day following 09-Jul-2008
Pivot	1 day	3 day
R1	111-200	111-178
PP	111-179	111-135
S1	111-158	111-091

Download as Excel Spreadsheet

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

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