ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 18-Aug-2008

Day Change Summary
	Previous	Current
	15-Aug-2008	18-Aug-2008	Change	Change %	Previous Week
Open	111-310	112-065	0-075	0.2%	111-215
High	112-140	112-127	-0-013	0.0%	112-140
Low	111-275	112-020	0-065	0.2%	111-047
Close	112-050	112-112	0-062	0.2%	112-050
Range	0-185	0-107	-0-078	-42.2%	1-093
ATR	0-199	0-192	-0-007	-3.3%	0-000
Volume	515,583	458,025	-57,558	-11.2%	2,461,558

Daily Pivots for day following 18-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-087	113-047	112-171
R3	112-300	112-260	112-141
R2	112-193	112-193	112-132
R1	112-153	112-153	112-122	112-173
PP	112-086	112-086	112-086	112-096
S1	112-046	112-046	112-102	112-066
S2	111-299	111-299	112-092
S3	111-192	111-259	112-083
S4	111-085	111-152	112-053

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	111-120	1-020	0.9%	0-162	0.5%	92%	False	False	468,924
10	112-140	110-265	1-195	1.4%	0-177	0.5%	95%	False	False	505,285
20	112-140	109-252	2-208	2.4%	0-189	0.5%	97%	False	False	550,777
40	112-140	109-020	3-120	3.0%	0-203	0.6%	97%	False	False	601,592
60	112-140	108-150	3-310	3.5%	0-213	0.6%	98%	False	False	610,502
80	112-140	108-150	3-310	3.5%	0-206	0.6%	98%	False	False	470,511
100	113-240	108-150	5-090	4.7%	0-179	0.5%	73%	False	False	376,516
120	115-000	108-150	6-170	5.8%	0-149	0.4%	59%	False	False	313,764

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	113-262
2.618	113-087
1.618	112-300
1.000	112-234
0.618	112-193
HIGH	112-127
0.618	112-086
0.500	112-074
0.382	112-061
LOW	112-020
0.618	111-274
1.000	111-233
1.618	111-167
2.618	111-060
4.250	110-205

Fisher Pivots for day following 18-Aug-2008
Pivot	1 day	3 day
R1	112-099	112-072
PP	112-086	112-033
S1	112-074	111-314

Download as Excel Spreadsheet

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

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