ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 06-Aug-2008

Day Change Summary
	Previous	Current
	05-Aug-2008	06-Aug-2008	Change	Change %	Previous Week
Open	111-137	111-070	-0-067	-0.2%	110-137
High	111-170	111-152	-0-018	-0.1%	111-220
Low	111-062	110-265	-0-117	-0.3%	110-130
Close	111-097	111-037	-0-060	-0.2%	111-160
Range	0-108	0-207	0-099	91.7%	1-090
ATR	0-205	0-206	0-000	0.1%	0-000
Volume	438,193	481,025	42,832	9.8%	2,873,507

Daily Pivots for day following 06-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-026	112-238	111-151
R3	112-139	112-031	111-094
R2	111-252	111-252	111-075
R1	111-144	111-144	111-056	111-094
PP	111-045	111-045	111-045	111-020
S1	110-257	110-257	111-018	110-208
S2	110-158	110-158	110-319
S3	109-271	110-050	110-300
S4	109-064	109-163	110-243

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	110-250	0-290	0.8%	0-161	0.5%	37%	False	False	557,855
10	111-220	109-317	1-223	1.5%	0-193	0.5%	66%	False	False	581,996
20	112-075	109-252	2-143	2.2%	0-221	0.6%	54%	False	False	632,258
40	112-075	108-150	3-245	3.4%	0-213	0.6%	70%	False	False	627,782
60	112-075	108-150	3-245	3.4%	0-217	0.6%	70%	False	False	556,253
80	112-075	108-150	3-245	3.4%	0-198	0.6%	70%	False	False	418,864
100	115-000	108-150	6-170	5.9%	0-164	0.5%	41%	False	False	335,180
120	115-000	108-150	6-170	5.9%	0-137	0.4%	41%	False	False	279,317

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-043
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-072
2.618	113-054
1.618	112-167
1.000	112-039
0.618	111-280
HIGH	111-152
0.618	111-073
0.500	111-048
0.382	111-024
LOW	110-265
0.618	110-137
1.000	110-058
1.618	109-250
2.618	109-043
4.250	108-025

Fisher Pivots for day following 06-Aug-2008
Pivot	1 day	3 day
R1	111-048	111-082
PP	111-045	111-067
S1	111-041	111-052

Download as Excel Spreadsheet

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

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