ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 31-Jul-2008

Day Change Summary
	Previous	Current
	30-Jul-2008	31-Jul-2008	Change	Change %	Previous Week
Open	110-277	110-285	0-008	0.0%	110-145
High	111-007	111-170	0-163	0.5%	111-027
Low	110-145	110-250	0-105	0.3%	109-252
Close	110-265	111-107	0-162	0.5%	110-137
Range	0-182	0-240	0-058	31.9%	1-095
ATR	0-226	0-227	0-001	0.4%	0-000
Volume	508,152	572,024	63,872	12.6%	3,175,848

Daily Pivots for day following 31-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-149	113-048	111-239
R3	112-229	112-128	111-173
R2	111-309	111-309	111-151
R1	111-208	111-208	111-129	111-258
PP	111-069	111-069	111-069	111-094
S1	110-288	110-288	111-085	111-018
S2	110-149	110-149	111-063
S3	109-229	110-048	111-041
S4	108-309	109-128	110-295

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	111-170	110-122	1-048	1.0%	0-213	0.6%	83%	True	False	592,893
10	111-170	109-252	1-238	1.6%	0-224	0.6%	89%	True	False	609,839
20	112-075	109-252	2-143	2.2%	0-233	0.7%	63%	False	False	648,169
40	112-075	108-150	3-245	3.4%	0-230	0.6%	76%	False	False	657,735
60	112-075	108-150	3-245	3.4%	0-219	0.6%	76%	False	False	520,276
80	113-200	108-150	5-050	4.6%	0-195	0.5%	56%	False	False	391,217
100	115-000	108-150	6-170	5.9%	0-159	0.4%	44%	False	False	313,007
120	115-000	108-150	6-170	5.9%	0-132	0.4%	44%	False	False	260,840

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-230
2.618	113-158
1.618	112-238
1.000	112-090
0.618	111-318
HIGH	111-170
0.618	111-078
0.500	111-050
0.382	111-022
LOW	110-250
0.618	110-102
1.000	110-010
1.618	109-182
2.618	108-262
4.250	107-190

Fisher Pivots for day following 31-Jul-2008
Pivot	1 day	3 day
R1	111-088	111-070
PP	111-069	111-034
S1	111-050	110-318

Download as Excel Spreadsheet

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

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