ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 11-Aug-2008

Day Change Summary
	Previous	Current
	08-Aug-2008	11-Aug-2008	Change	Change %	Previous Week
Open	111-272	111-215	-0-057	-0.2%	111-177
High	111-317	111-267	-0-050	-0.1%	111-317
Low	111-172	111-047	-0-125	-0.4%	110-265
Close	111-190	111-120	-0-070	-0.2%	111-190
Range	0-145	0-220	0-075	51.7%	1-052
ATR	0-206	0-207	0-001	0.5%	0-000
Volume	717,887	574,962	-142,925	-19.9%	2,746,608

Daily Pivots for day following 11-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-165	113-042	111-241
R3	112-265	112-142	111-180
R2	112-045	112-045	111-160
R1	111-242	111-242	111-140	111-194
PP	111-145	111-145	111-145	111-120
S1	111-022	111-022	111-100	110-294
S2	110-245	110-245	111-080
S3	110-025	110-122	111-060
S4	109-125	109-222	110-319

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%	0-191	0.5%	47%	False	False	541,646
10	111-317	110-145	1-172	1.4%	0-181	0.5%	60%	False	False	549,244
20	112-075	109-252	2-143	2.2%	0-211	0.6%	65%	False	False	617,079
40	112-075	108-157	3-238	3.4%	0-206	0.6%	77%	False	False	618,495
60	112-075	108-150	3-245	3.4%	0-216	0.6%	77%	False	False	583,083
80	112-075	108-150	3-245	3.4%	0-203	0.6%	77%	False	False	441,227
100	114-110	108-150	5-280	5.3%	0-171	0.5%	49%	False	False	353,070
120	115-000	108-150	6-170	5.9%	0-142	0.4%	44%	False	False	294,225

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	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-242
2.618	113-203
1.618	112-303
1.000	112-167
0.618	112-083
HIGH	111-267
0.618	111-183
0.500	111-157
0.382	111-131
LOW	111-047
0.618	110-231
1.000	110-147
1.618	110-011
2.618	109-111
4.250	108-072

Fisher Pivots for day following 11-Aug-2008
Pivot	1 day	3 day
R1	111-157	111-171
PP	111-145	111-154
S1	111-132	111-137

Download as Excel Spreadsheet

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

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