ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 28-Jul-2008

Day Change Summary
	Previous	Current
	25-Jul-2008	28-Jul-2008	Change	Change %	Previous Week
Open	110-280	110-137	-0-143	-0.4%	110-145
High	111-027	111-040	0-013	0.0%	111-027
Low	110-122	110-130	0-008	0.0%	109-252
Close	110-137	111-002	0-185	0.5%	110-137
Range	0-225	0-230	0-005	2.2%	1-095
ATR	0-233	0-233	0-000	-0.1%	0-000
Volume	775,658	702,628	-73,030	-9.4%	3,175,848

Daily Pivots for day following 28-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-001	112-231	111-128
R3	112-091	112-001	111-065
R2	111-181	111-181	111-044
R1	111-091	111-091	111-023	111-136
PP	110-271	110-271	110-271	110-293
S1	110-181	110-181	110-301	110-226
S2	110-041	110-041	110-280
S3	109-131	109-271	110-259
S4	108-221	109-041	110-196

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-104	113-215	111-045
R3	113-009	112-120	110-251
R2	111-234	111-234	110-213
R1	111-025	111-025	110-175	110-242
PP	110-139	110-139	110-139	110-087
S1	109-250	109-250	110-099	109-147
S2	109-044	109-044	110-061
S3	107-269	108-155	110-023
S4	106-174	107-060	109-229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-040	109-252	1-108	1.2%	0-231	0.6%	91%	True	False	635,697
10	112-075	109-252	2-143	2.2%	0-241	0.7%	50%	False	False	684,913
20	112-075	109-252	2-143	2.2%	0-228	0.6%	50%	False	False	670,833
40	112-075	108-150	3-245	3.4%	0-233	0.7%	67%	False	False	674,591
60	112-075	108-150	3-245	3.4%	0-217	0.6%	67%	False	False	496,102
80	113-200	108-150	5-050	4.6%	0-189	0.5%	49%	False	False	372,640
100	115-000	108-150	6-170	5.9%	0-153	0.4%	39%	False	False	298,146
120	115-000	108-150	6-170	5.9%	0-127	0.4%	39%	False	False	248,455

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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-058
2.618	113-002
1.618	112-092
1.000	111-270
0.618	111-182
HIGH	111-040
0.618	110-272
0.500	110-245
0.382	110-218
LOW	110-130
0.618	109-308
1.000	109-220
1.618	109-078
2.618	108-168
4.250	107-112

Fisher Pivots for day following 28-Jul-2008
Pivot	1 day	3 day
R1	110-296	110-274
PP	110-271	110-226
S1	110-245	110-178

Download as Excel Spreadsheet

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

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