ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 18-Jul-2008

Day Change Summary
	Previous	Current
	17-Jul-2008	18-Jul-2008	Change	Change %	Previous Week
Open	111-137	111-017	-0-120	-0.3%	110-255
High	111-157	111-055	-0-102	-0.3%	112-075
Low	110-212	110-092	-0-120	-0.3%	110-092
Close	110-247	110-155	-0-092	-0.3%	110-155
Range	0-265	0-283	0-018	6.8%	1-303
ATR	0-229	0-233	0-004	1.7%	0-000
Volume	699,929	733,736	33,807	4.8%	3,852,712

Daily Pivots for day following 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-096	112-249	110-311
R3	112-133	111-286	110-233
R2	111-170	111-170	110-207
R1	111-003	111-003	110-181	110-265
PP	110-207	110-207	110-207	110-178
S1	110-040	110-040	110-129	109-302
S2	109-244	109-244	110-103
S3	108-281	109-077	110-077
S4	107-318	108-114	109-319

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-270	115-195	111-178
R3	114-287	113-212	111-006
R2	112-304	112-304	110-269
R1	111-229	111-229	110-212	111-115
PP	111-001	111-001	111-001	110-264
S1	109-246	109-246	110-098	109-132
S2	109-018	109-018	110-041
S3	107-035	107-263	109-304
S4	105-052	105-280	109-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-075	110-092	1-303	1.8%	0-288	0.8%	10%	False	True	770,542
10	112-075	110-092	1-303	1.8%	0-256	0.7%	10%	False	True	692,751
20	112-075	109-002	3-073	2.9%	0-216	0.6%	46%	False	False	648,069
40	112-075	108-150	3-245	3.4%	0-226	0.6%	54%	False	False	625,691
60	112-075	108-150	3-245	3.4%	0-210	0.6%	54%	False	False	432,108
80	113-240	108-150	5-090	4.8%	0-174	0.5%	38%	False	False	324,201
100	115-000	108-150	6-170	5.9%	0-139	0.4%	31%	False	False	259,361

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	114-298
2.618	113-156
1.618	112-193
1.000	112-018
0.618	111-230
HIGH	111-055
0.618	110-267
0.500	110-234
0.382	110-200
LOW	110-092
0.618	109-237
1.000	109-129
1.618	108-274
2.618	107-311
4.250	106-169

Fisher Pivots for day following 18-Jul-2008
Pivot	1 day	3 day
R1	110-234	111-054
PP	110-207	110-301
S1	110-181	110-228

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

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