ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 23-Jul-2008

Day Change Summary
	Previous	Current
	22-Jul-2008	23-Jul-2008	Change	Change %	Previous Week
Open	110-215	110-060	-0-155	-0.4%	110-255
High	110-297	110-062	-0-235	-0.7%	112-075
Low	110-027	109-252	-0-095	-0.3%	110-092
Close	110-085	109-295	-0-110	-0.3%	110-155
Range	0-270	0-130	-0-140	-51.9%	1-303
ATR	0-233	0-227	-0-006	-2.4%	0-000
Volume	501,306	560,656	59,350	11.8%	3,852,712

Daily Pivots for day following 23-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-060	110-307	110-046
R3	110-250	110-177	110-011
R2	110-120	110-120	109-319
R1	110-047	110-047	109-307	110-018
PP	109-310	109-310	109-310	109-295
S1	109-237	109-237	109-283	109-208
S2	109-180	109-180	109-271
S3	109-050	109-107	109-259
S4	108-240	108-297	109-224

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	111-157	109-252	1-225	1.5%	0-228	0.6%	8%	False	True	639,123
10	112-075	109-252	2-143	2.2%	0-250	0.7%	5%	False	True	682,521
20	112-075	109-020	3-055	2.9%	0-222	0.6%	27%	False	False	655,822
40	112-075	108-150	3-245	3.4%	0-229	0.7%	39%	False	False	660,904
60	112-075	108-150	3-245	3.4%	0-215	0.6%	39%	False	False	461,285
80	113-240	108-150	5-090	4.8%	0-181	0.5%	28%	False	False	346,198
100	115-000	108-150	6-170	5.9%	0-145	0.4%	22%	False	False	276,980

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-048
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	111-294
2.618	111-082
1.618	110-272
1.000	110-192
0.618	110-142
HIGH	110-062
0.618	110-012
0.500	109-317
0.382	109-302
LOW	109-252
0.618	109-172
1.000	109-122
1.618	109-042
2.618	108-232
4.250	108-020

Fisher Pivots for day following 23-Jul-2008
Pivot	1 day	3 day
R1	109-317	110-114
PP	109-310	110-068
S1	109-302	110-022

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

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