ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 30-Jul-2008

Day Change Summary
	Previous	Current
	29-Jul-2008	30-Jul-2008	Change	Change %	Previous Week
Open	111-040	110-277	-0-083	-0.2%	110-145
High	111-047	111-007	-0-040	-0.1%	111-027
Low	110-180	110-145	-0-035	-0.1%	109-252
Close	110-265	110-265	0-000	0.0%	110-137
Range	0-187	0-182	-0-005	-2.7%	1-095
ATR	0-230	0-226	-0-003	-1.5%	0-000
Volume	406,006	508,152	102,146	25.2%	3,175,848

Daily Pivots for day following 30-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-152	112-070	111-045
R3	111-290	111-208	110-315
R2	111-108	111-108	110-298
R1	111-026	111-026	110-282	110-296
PP	110-246	110-246	110-246	110-220
S1	110-164	110-164	110-248	110-114
S2	110-064	110-064	110-232
S3	109-202	109-302	110-215
S4	109-020	109-120	110-165

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	109-317	1-050	1.0%	0-224	0.6%	72%	False	False	606,136
10	111-157	109-252	1-225	1.5%	0-226	0.6%	61%	False	False	622,629
20	112-075	109-252	2-143	2.2%	0-229	0.6%	43%	False	False	660,567
40	112-075	108-150	3-245	3.4%	0-229	0.6%	63%	False	False	663,940
60	112-075	108-150	3-245	3.4%	0-218	0.6%	63%	False	False	510,945
80	113-200	108-150	5-050	4.7%	0-192	0.5%	46%	False	False	384,067
100	115-000	108-150	6-170	5.9%	0-156	0.4%	36%	False	False	307,287
120	115-000	108-150	6-170	5.9%	0-130	0.4%	36%	False	False	256,073

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-039
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	113-140
2.618	112-163
1.618	111-301
1.000	111-189
0.618	111-119
HIGH	111-007
0.618	110-257
0.500	110-236
0.382	110-215
LOW	110-145
0.618	110-033
1.000	109-283
1.618	109-171
2.618	108-309
4.250	108-012

Fisher Pivots for day following 30-Jul-2008
Pivot	1 day	3 day
R1	110-255	110-260
PP	110-246	110-254
S1	110-236	110-248

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

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