ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 15-Aug-2008

Day Change Summary
	Previous	Current
	14-Aug-2008	15-Aug-2008	Change	Change %	Previous Week
Open	111-225	111-310	0-085	0.2%	111-215
High	112-010	112-140	0-130	0.4%	112-140
Low	111-167	111-275	0-108	0.3%	111-047
Close	111-305	112-050	0-065	0.2%	112-050
Range	0-163	0-185	0-022	13.5%	1-093
ATR	0-200	0-199	-0-001	-0.5%	0-000
Volume	506,316	515,583	9,267	1.8%	2,461,558

Daily Pivots for day following 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-283	113-192	112-152
R3	113-098	113-007	112-101
R2	112-233	112-233	112-084
R1	112-142	112-142	112-067	112-188
PP	112-048	112-048	112-048	112-071
S1	111-277	111-277	112-033	112-002
S2	111-183	111-183	112-016
S3	110-318	111-092	111-319
S4	110-133	110-227	111-268

Weekly Pivots for week ending 15-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-251	115-084	112-277
R3	114-158	113-311	112-164
R2	113-065	113-065	112-126
R1	112-218	112-218	112-088	112-302
PP	111-292	111-292	111-292	112-014
S1	111-125	111-125	112-012	111-208
S2	110-199	110-199	111-294
S3	109-106	110-032	111-256
S4	108-013	108-259	111-143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-140	111-047	1-093	1.2%	0-185	0.5%	78%	True	False	492,311
10	112-140	110-265	1-195	1.4%	0-176	0.5%	83%	True	False	520,816
20	112-140	109-252	2-208	2.4%	0-193	0.5%	89%	True	False	562,876
40	112-140	109-002	3-138	3.1%	0-205	0.6%	92%	True	False	605,472
60	112-140	108-150	3-310	3.5%	0-215	0.6%	93%	True	False	604,753
80	112-140	108-150	3-310	3.5%	0-206	0.6%	93%	True	False	464,800
100	113-240	108-150	5-090	4.7%	0-178	0.5%	70%	False	False	371,936
120	115-000	108-150	6-170	5.8%	0-148	0.4%	56%	False	False	309,947

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	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-286
2.618	113-304
1.618	113-119
1.000	113-005
0.618	112-254
HIGH	112-140
0.618	112-069
0.500	112-048
0.382	112-026
LOW	111-275
0.618	111-161
1.000	111-090
1.618	110-296
2.618	110-111
4.250	109-129

Fisher Pivots for day following 15-Aug-2008
Pivot	1 day	3 day
R1	112-049	112-031
PP	112-048	112-012
S1	112-048	111-314

Download as Excel Spreadsheet

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

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