ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 14-Aug-2008

Day Change Summary
	Previous	Current
	13-Aug-2008	14-Aug-2008	Change	Change %	Previous Week
Open	111-302	111-225	-0-077	-0.2%	111-177
High	112-027	112-010	-0-017	0.0%	111-317
Low	111-177	111-167	-0-010	0.0%	110-265
Close	111-215	111-305	0-090	0.3%	111-190
Range	0-170	0-163	-0-007	-4.1%	1-052
ATR	0-203	0-200	-0-003	-1.4%	0-000
Volume	475,964	506,316	30,352	6.4%	2,746,608

Daily Pivots for day following 14-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-116	113-054	112-075
R3	112-273	112-211	112-030
R2	112-110	112-110	112-015
R1	112-048	112-048	112-000	112-079
PP	111-267	111-267	111-267	111-283
S1	111-205	111-205	111-290	111-236
S2	111-104	111-104	111-275
S3	110-261	111-042	111-260
S4	110-098	110-199	111-215

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	111-047	0-300	0.8%	0-177	0.5%	86%	False	False	532,772
10	112-027	110-265	1-082	1.1%	0-172	0.5%	90%	False	False	537,728
20	112-027	109-252	2-095	2.1%	0-198	0.6%	94%	False	False	573,783
40	112-075	108-277	3-118	3.0%	0-206	0.6%	92%	False	False	607,574
60	112-075	108-150	3-245	3.4%	0-217	0.6%	93%	False	False	598,828
80	112-075	108-150	3-245	3.4%	0-207	0.6%	93%	False	False	458,363
100	113-240	108-150	5-090	4.7%	0-176	0.5%	66%	False	False	366,780
120	115-000	108-150	6-170	5.8%	0-147	0.4%	53%	False	False	305,650

Crabel Price Patterns
NR	True
NR4	True
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	0-044
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-063
2.618	113-117
1.618	112-274
1.000	112-173
0.618	112-111
HIGH	112-010
0.618	111-268
0.500	111-248
0.382	111-229
LOW	111-167
0.618	111-066
1.000	111-004
1.618	110-223
2.618	110-060
4.250	109-114

Fisher Pivots for day following 14-Aug-2008
Pivot	1 day	3 day
R1	111-286	111-281
PP	111-267	111-257
S1	111-248	111-234

Download as Excel Spreadsheet

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

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