ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 12-Aug-2008

Day Change Summary
	Previous	Current
	11-Aug-2008	12-Aug-2008	Change	Change %	Previous Week
Open	111-215	111-125	-0-090	-0.3%	111-177
High	111-267	111-307	0-040	0.1%	111-317
Low	111-047	111-120	0-073	0.2%	110-265
Close	111-120	111-282	0-162	0.5%	111-190
Range	0-220	0-187	-0-033	-15.0%	1-052
ATR	0-207	0-205	-0-001	-0.7%	0-000
Volume	574,962	388,733	-186,229	-32.4%	2,746,608

Daily Pivots for day following 12-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-157	113-087	112-065
R3	112-290	112-220	112-013
R2	112-103	112-103	111-316
R1	112-033	112-033	111-299	112-068
PP	111-236	111-236	111-236	111-254
S1	111-166	111-166	111-265	111-201
S2	111-049	111-049	111-248
S3	110-182	110-299	111-231
S4	109-315	110-112	111-179

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%	0-207	0.6%	91%	False	False	531,754
10	111-317	110-145	1-172	1.4%	0-181	0.5%	93%	False	False	547,517
20	112-017	109-252	2-085	2.0%	0-207	0.6%	92%	False	False	599,588
40	112-075	108-160	3-235	3.3%	0-207	0.6%	91%	False	False	610,817
60	112-075	108-150	3-245	3.4%	0-217	0.6%	91%	False	False	588,215
80	112-075	108-150	3-245	3.4%	0-204	0.6%	91%	False	False	446,086
100	114-110	108-150	5-280	5.3%	0-173	0.5%	58%	False	False	356,957
120	115-000	108-150	6-170	5.8%	0-144	0.4%	52%	False	False	297,465

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-042
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-142
2.618	113-157
1.618	112-290
1.000	112-174
0.618	112-103
HIGH	111-307
0.618	111-236
0.500	111-214
0.382	111-191
LOW	111-120
0.618	111-004
1.000	110-253
1.618	110-137
2.618	109-270
4.250	108-285

Fisher Pivots for day following 12-Aug-2008
Pivot	1 day	3 day
R1	111-259	111-249
PP	111-236	111-215
S1	111-214	111-182

Download as Excel Spreadsheet

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

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