ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 08-Aug-2008

Day Change Summary
	Previous	Current
	07-Aug-2008	08-Aug-2008	Change	Change %	Previous Week
Open	111-025	111-272	0-247	0.7%	111-177
High	111-300	111-317	0-017	0.0%	111-317
Low	111-025	111-172	0-147	0.4%	110-265
Close	111-260	111-190	-0-070	-0.2%	111-190
Range	0-275	0-145	-0-130	-47.3%	1-052
ATR	0-211	0-206	-0-005	-2.2%	0-000
Volume	496,164	717,887	221,723	44.7%	2,746,608

Daily Pivots for day following 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-021	112-251	111-270
R3	112-196	112-106	111-230
R2	112-051	112-051	111-217
R1	111-281	111-281	111-203	111-254
PP	111-226	111-226	111-226	111-213
S1	111-136	111-136	111-177	111-108
S2	111-081	111-081	111-163
S3	110-256	110-311	111-150
S4	110-111	110-166	111-110

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-307	114-140	112-075
R3	113-255	113-088	111-292
R2	112-203	112-203	111-258
R1	112-036	112-036	111-224	112-120
PP	111-151	111-151	111-151	111-192
S1	110-304	110-304	111-156	111-068
S2	110-099	110-099	111-122
S3	109-047	109-252	111-088
S4	107-315	108-200	110-305

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-317	110-265	1-052	1.0%	0-168	0.5%	66%	True	False	549,321
10	111-317	110-130	1-187	1.4%	0-182	0.5%	75%	True	False	562,011
20	112-075	109-252	2-143	2.2%	0-219	0.6%	74%	False	False	632,433
40	112-075	108-150	3-245	3.4%	0-207	0.6%	83%	False	False	621,315
60	112-075	108-150	3-245	3.4%	0-216	0.6%	83%	False	False	575,663
80	112-075	108-150	3-245	3.4%	0-203	0.6%	83%	False	False	434,040
100	115-000	108-150	6-170	5.9%	0-168	0.5%	48%	False	False	347,320
120	115-000	108-150	6-170	5.9%	0-140	0.4%	48%	False	False	289,434

Crabel Price Patterns
NR	True
NR4	False
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	0-037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-293
2.618	113-057
1.618	112-232
1.000	112-142
0.618	112-087
HIGH	111-317
0.618	111-262
0.500	111-244
0.382	111-227
LOW	111-172
0.618	111-082
1.000	111-027
1.618	110-257
2.618	110-112
4.250	109-196

Fisher Pivots for day following 08-Aug-2008
Pivot	1 day	3 day
R1	111-244	111-170
PP	111-226	111-151
S1	111-208	111-131

Download as Excel Spreadsheet

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

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