ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 13-Aug-2008

Day Change Summary
	Previous	Current
	12-Aug-2008	13-Aug-2008	Change	Change %	Previous Week
Open	111-125	111-302	0-177	0.5%	111-177
High	111-307	112-027	0-040	0.1%	111-317
Low	111-120	111-177	0-057	0.2%	110-265
Close	111-282	111-215	-0-067	-0.2%	111-190
Range	0-187	0-170	-0-017	-9.1%	1-052
ATR	0-205	0-203	-0-003	-1.2%	0-000
Volume	388,733	475,964	87,231	22.4%	2,746,608

Daily Pivots for day following 13-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-116	113-016	111-308
R3	112-266	112-166	111-262
R2	112-096	112-096	111-246
R1	111-316	111-316	111-231	111-281
PP	111-246	111-246	111-246	111-229
S1	111-146	111-146	111-199	111-111
S2	111-076	111-076	111-184
S3	110-226	110-296	111-168
S4	110-056	110-126	111-122

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	112-027	111-025	1-002	0.9%	0-199	0.6%	59%	True	False	530,742
10	112-027	110-250	1-097	1.2%	0-180	0.5%	68%	True	False	544,298
20	112-027	109-252	2-095	2.1%	0-203	0.6%	82%	True	False	583,464
40	112-075	108-262	3-133	3.1%	0-207	0.6%	84%	False	False	611,966
60	112-075	108-150	3-245	3.4%	0-217	0.6%	85%	False	False	594,398
80	112-075	108-150	3-245	3.4%	0-206	0.6%	85%	False	False	452,035
100	113-240	108-150	5-090	4.7%	0-174	0.5%	61%	False	False	361,717
120	115-000	108-150	6-170	5.8%	0-145	0.4%	49%	False	False	301,431

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	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-110
2.618	113-152
1.618	112-302
1.000	112-197
0.618	112-132
HIGH	112-027
0.618	111-282
0.500	111-262
0.382	111-242
LOW	111-177
0.618	111-072
1.000	111-007
1.618	110-222
2.618	110-052
4.250	109-094

Fisher Pivots for day following 13-Aug-2008
Pivot	1 day	3 day
R1	111-262	111-209
PP	111-246	111-203
S1	111-231	111-197

Download as Excel Spreadsheet

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

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