ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 19-Aug-2008

Day Change Summary
	Previous	Current
	18-Aug-2008	19-Aug-2008	Change	Change %	Previous Week
Open	112-065	112-105	0-040	0.1%	111-215
High	112-127	112-187	0-060	0.2%	112-140
Low	112-020	112-085	0-065	0.2%	111-047
Close	112-112	112-105	-0-007	0.0%	112-050
Range	0-107	0-102	-0-005	-4.7%	1-093
ATR	0-192	0-186	-0-006	-3.4%	0-000
Volume	458,025	357,958	-100,067	-21.8%	2,461,558

Daily Pivots for day following 19-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-112	113-050	112-161
R3	113-010	112-268	112-133
R2	112-228	112-228	112-124
R1	112-166	112-166	112-114	112-156
PP	112-126	112-126	112-126	112-120
S1	112-064	112-064	112-096	112-054
S2	112-024	112-024	112-086
S3	111-242	111-282	112-077
S4	111-140	111-180	112-049

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	112-187	111-167	1-020	0.9%	0-145	0.4%	76%	True	False	462,769
10	112-187	110-265	1-242	1.6%	0-176	0.5%	85%	True	False	497,261
20	112-187	109-252	2-255	2.5%	0-181	0.5%	91%	True	False	543,610
40	112-187	109-020	3-167	3.1%	0-203	0.6%	93%	True	False	597,463
60	112-187	108-150	4-037	3.7%	0-214	0.6%	94%	True	False	614,585
80	112-187	108-150	4-037	3.7%	0-206	0.6%	94%	True	False	474,892
100	113-240	108-150	5-090	4.7%	0-180	0.5%	73%	False	False	380,095
120	115-000	108-150	6-170	5.8%	0-150	0.4%	59%	False	False	316,746

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-039
Narrowest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	113-300
2.618	113-134
1.618	113-032
1.000	112-289
0.618	112-250
HIGH	112-187
0.618	112-148
0.500	112-136
0.382	112-124
LOW	112-085
0.618	112-022
1.000	111-303
1.618	111-240
2.618	111-138
4.250	110-292

Fisher Pivots for day following 19-Aug-2008
Pivot	1 day	3 day
R1	112-136	112-094
PP	112-126	112-082
S1	112-115	112-071

Download as Excel Spreadsheet

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

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