ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 15-Jul-2008

Day Change Summary
	Previous	Current
	14-Jul-2008	15-Jul-2008	Change	Change %	Previous Week
Open	110-255	111-137	0-202	0.6%	111-010
High	111-217	112-075	0-178	0.5%	111-302
Low	110-167	111-122	0-275	0.8%	110-222
Close	111-120	111-240	0-120	0.3%	110-290
Range	1-050	0-273	-0-097	-26.2%	1-080
ATR	0-221	0-225	0-004	1.8%	0-000
Volume	882,055	738,536	-143,519	-16.3%	3,074,802

Daily Pivots for day following 15-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-111	113-289	112-070
R3	113-158	113-016	111-315
R2	112-205	112-205	111-290
R1	112-063	112-063	111-265	112-134
PP	111-252	111-252	111-252	111-288
S1	111-110	111-110	111-215	111-181
S2	110-299	110-299	111-190
S3	110-026	110-157	111-165
S4	109-073	109-204	111-090

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	112-075	110-167	1-228	1.5%	0-271	0.8%	72%	True	False	682,822
10	112-075	110-107	1-288	1.7%	0-228	0.6%	75%	True	False	670,735
20	112-075	108-160	3-235	3.3%	0-208	0.6%	87%	True	False	622,045
40	112-075	108-150	3-245	3.4%	0-222	0.6%	87%	True	False	582,528
60	112-075	108-150	3-245	3.4%	0-203	0.6%	87%	True	False	394,918
80	114-110	108-150	5-280	5.3%	0-164	0.5%	56%	False	False	296,299
100	115-000	108-150	6-170	5.8%	0-131	0.4%	50%	False	False	237,040

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	0-052
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-275
2.618	114-150
1.618	113-197
1.000	113-028
0.618	112-244
HIGH	112-075
0.618	111-291
0.500	111-258
0.382	111-226
LOW	111-122
0.618	110-273
1.000	110-169
1.618	110-000
2.618	109-047
4.250	107-242

Fisher Pivots for day following 15-Jul-2008
Pivot	1 day	3 day
R1	111-258	111-200
PP	111-252	111-161
S1	111-246	111-121

Download as Excel Spreadsheet

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

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