ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 05-Aug-2008

Day Change Summary
	Previous	Current
	04-Aug-2008	05-Aug-2008	Change	Change %	Previous Week
Open	111-177	111-137	-0-040	-0.1%	110-137
High	111-220	111-170	-0-050	-0.1%	111-220
Low	111-115	111-062	-0-053	-0.1%	110-130
Close	111-122	111-097	-0-025	-0.1%	111-160
Range	0-105	0-108	0-003	2.9%	1-090
ATR	0-213	0-205	-0-007	-3.5%	0-000
Volume	613,339	438,193	-175,146	-28.6%	2,873,507

Daily Pivots for day following 05-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-114	112-053	111-156
R3	112-006	111-265	111-127
R2	111-218	111-218	111-117
R1	111-157	111-157	111-107	111-134
PP	111-110	111-110	111-110	111-098
S1	111-049	111-049	111-087	111-026
S2	111-002	111-002	111-077
S3	110-214	110-261	111-067
S4	110-106	110-153	111-038

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-013	114-177	112-066
R3	113-243	113-087	111-273
R2	112-153	112-153	111-235
R1	111-317	111-317	111-198	112-075
PP	111-063	111-063	111-063	111-102
S1	110-227	110-227	111-122	110-305
S2	109-293	109-293	111-085
S3	108-203	109-137	111-047
S4	107-113	108-047	110-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-220	110-145	1-075	1.1%	0-156	0.4%	69%	False	False	563,281
10	111-220	109-252	1-288	1.7%	0-185	0.5%	80%	False	False	589,959
20	112-075	109-252	2-143	2.2%	0-223	0.6%	62%	False	False	637,355
40	112-075	108-150	3-245	3.4%	0-214	0.6%	75%	False	False	640,003
60	112-075	108-150	3-245	3.4%	0-218	0.6%	75%	False	False	548,495
80	113-020	108-150	4-190	4.1%	0-196	0.6%	62%	False	False	412,853
100	115-000	108-150	6-170	5.9%	0-162	0.5%	43%	False	False	330,370
120	115-000	108-150	6-170	5.9%	0-135	0.4%	43%	False	False	275,308

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-309
2.618	112-133
1.618	112-025
1.000	111-278
0.618	111-237
HIGH	111-170
0.618	111-129
0.500	111-116
0.382	111-103
LOW	111-062
0.618	110-315
1.000	110-274
1.618	110-207
2.618	110-099
4.250	109-243

Fisher Pivots for day following 05-Aug-2008
Pivot	1 day	3 day
R1	111-116	111-141
PP	111-110	111-126
S1	111-103	111-112

Download as Excel Spreadsheet

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

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