ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 29-Jul-2008

Day Change Summary
	Previous	Current
	28-Jul-2008	29-Jul-2008	Change	Change %	Previous Week
Open	110-137	111-040	0-223	0.6%	110-145
High	111-040	111-047	0-007	0.0%	111-027
Low	110-130	110-180	0-050	0.1%	109-252
Close	111-002	110-265	-0-057	-0.2%	110-137
Range	0-230	0-187	-0-043	-18.7%	1-095
ATR	0-233	0-230	-0-003	-1.4%	0-000
Volume	702,628	406,006	-296,622	-42.2%	3,175,848

Daily Pivots for day following 29-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-192	112-095	111-048
R3	112-005	111-228	110-316
R2	111-138	111-138	110-299
R1	111-041	111-041	110-282	110-316
PP	110-271	110-271	110-271	110-248
S1	110-174	110-174	110-248	110-129
S2	110-084	110-084	110-231
S3	109-217	109-307	110-214
S4	109-030	109-120	110-162

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	111-047	109-252	1-115	1.2%	0-214	0.6%	77%	True	False	616,637
10	112-017	109-252	2-085	2.0%	0-232	0.7%	46%	False	False	651,660
20	112-075	109-252	2-143	2.2%	0-230	0.6%	43%	False	False	661,197
40	112-075	108-150	3-245	3.4%	0-231	0.7%	63%	False	False	670,222
60	112-075	108-150	3-245	3.4%	0-218	0.6%	63%	False	False	502,670
80	113-200	108-150	5-050	4.7%	0-191	0.5%	46%	False	False	377,715
100	115-000	108-150	6-170	5.9%	0-154	0.4%	36%	False	False	302,206
120	115-000	108-150	6-170	5.9%	0-129	0.4%	36%	False	False	251,838

Crabel Price Patterns
NR	True
NR4	True
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	0-041
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113-202
2.618	112-217
1.618	112-030
1.000	111-234
0.618	111-163
HIGH	111-047
0.618	110-296
0.500	110-274
0.382	110-251
LOW	110-180
0.618	110-064
1.000	109-313
1.618	109-197
2.618	109-010
4.250	108-025

Fisher Pivots for day following 29-Jul-2008
Pivot	1 day	3 day
R1	110-274	110-258
PP	110-271	110-251
S1	110-268	110-244

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

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