ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 11-Jul-2008

Day Change Summary
	Previous	Current
	10-Jul-2008	11-Jul-2008	Change	Change %	Previous Week
Open	111-257	111-242	-0-015	0.0%	111-010
High	111-302	111-272	-0-030	-0.1%	111-302
Low	111-185	110-242	-0-263	-0.7%	110-222
Close	111-245	110-290	-0-275	-0.8%	110-290
Range	0-117	1-030	0-233	199.1%	1-080
ATR	0-198	0-209	0-011	5.5%	0-000
Volume	551,925	658,629	106,704	19.3%	3,074,802

Daily Pivots for day following 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-145	113-247	111-162
R3	113-115	112-217	111-066
R2	112-085	112-085	111-034
R1	111-187	111-187	111-002	111-121
PP	111-055	111-055	111-055	111-022
S1	110-157	110-157	110-258	110-091
S2	110-025	110-025	110-226
S3	108-315	109-127	110-194
S4	107-285	108-097	110-098

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-298	114-054	111-190
R3	113-218	112-294	111-080
R2	112-138	112-138	111-043
R1	111-214	111-214	111-007	111-136
PP	111-058	111-058	111-058	111-019
S1	110-134	110-134	110-253	110-056
S2	109-298	109-298	110-217
S3	108-218	109-054	110-180
S4	107-138	107-294	110-070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-302	110-222	1-080	1.1%	0-224	0.6%	17%	False	False	614,960
10	111-302	110-065	1-237	1.6%	0-193	0.5%	40%	False	False	633,439
20	111-302	108-150	3-152	3.1%	0-194	0.5%	70%	False	False	610,197
40	111-302	108-150	3-152	3.1%	0-214	0.6%	70%	False	False	547,278
60	111-302	108-150	3-152	3.1%	0-197	0.6%	70%	False	False	367,908
80	115-000	108-150	6-170	5.9%	0-156	0.4%	37%	False	False	276,042
100	115-000	108-150	6-170	5.9%	0-125	0.4%	37%	False	False	220,834

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	0-053
Widest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	116-160
2.618	114-228
1.618	113-198
1.000	112-302
0.618	112-168
HIGH	111-272
0.618	111-138
0.500	111-097
0.382	111-056
LOW	110-242
0.618	110-026
1.000	109-212
1.618	108-316
2.618	107-286
4.250	106-034

Fisher Pivots for day following 11-Jul-2008
Pivot	1 day	3 day
R1	111-097	111-112
PP	111-055	111-065
S1	111-012	111-017

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

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