ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 17-Jul-2008

Day Change Summary
	Previous	Current
	16-Jul-2008	17-Jul-2008	Change	Change %	Previous Week
Open	111-267	111-137	-0-130	-0.4%	111-010
High	112-017	111-157	-0-180	-0.5%	111-302
Low	111-090	110-212	-0-198	-0.6%	110-222
Close	111-142	110-247	-0-215	-0.6%	110-290
Range	0-247	0-265	0-018	7.3%	1-080
ATR	0-226	0-229	0-003	1.2%	0-000
Volume	798,456	699,929	-98,527	-12.3%	3,074,802

Daily Pivots for day following 17-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-147	112-302	111-073
R3	112-202	112-037	111-000
R2	111-257	111-257	110-296
R1	111-092	111-092	110-271	111-042
PP	110-312	110-312	110-312	110-287
S1	110-147	110-147	110-223	110-097
S2	110-047	110-047	110-198
S3	109-102	109-202	110-174
S4	108-157	108-257	110-101

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%	0-301	0.8%	15%	False	False	755,521
10	112-075	110-167	1-228	1.5%	0-242	0.7%	15%	False	False	686,498
20	112-075	108-277	3-118	3.0%	0-213	0.6%	57%	False	False	641,365
40	112-075	108-150	3-245	3.4%	0-227	0.6%	61%	False	False	611,350
60	112-075	108-150	3-245	3.4%	0-210	0.6%	61%	False	False	419,890
80	113-240	108-150	5-090	4.8%	0-170	0.5%	44%	False	False	315,029
100	115-000	108-150	6-170	5.9%	0-136	0.4%	35%	False	False	252,024

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	115-003
2.618	113-211
1.618	112-266
1.000	112-102
0.618	112-001
HIGH	111-157
0.618	111-056
0.500	111-024
0.382	110-313
LOW	110-212
0.618	110-048
1.000	109-267
1.618	109-103
2.618	108-158
4.250	107-046

Fisher Pivots for day following 17-Jul-2008
Pivot	1 day	3 day
R1	111-024	111-144
PP	110-312	111-071
S1	110-280	110-319

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

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