ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 20-Aug-2008

Day Change Summary
	Previous	Current
	19-Aug-2008	20-Aug-2008	Change	Change %	Previous Week
Open	112-105	112-127	0-022	0.1%	111-215
High	112-187	112-235	0-048	0.1%	112-140
Low	112-085	112-062	-0-023	-0.1%	111-047
Close	112-105	112-197	0-092	0.3%	112-050
Range	0-102	0-173	0-071	69.6%	1-093
ATR	0-186	0-185	-0-001	-0.5%	0-000
Volume	357,958	593,789	235,831	65.9%	2,461,558

Daily Pivots for day following 20-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-044	113-293	112-292
R3	113-191	113-120	112-245
R2	113-018	113-018	112-229
R1	112-267	112-267	112-213	112-302
PP	112-165	112-165	112-165	112-182
S1	112-094	112-094	112-181	112-130
S2	111-312	111-312	112-165
S3	111-139	111-241	112-149
S4	110-286	111-068	112-102

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	112-235	111-167	1-068	1.1%	0-146	0.4%	90%	True	False	486,334
10	112-235	111-025	1-210	1.5%	0-173	0.5%	93%	True	False	508,538
20	112-235	109-317	2-238	2.4%	0-183	0.5%	96%	True	False	545,267
40	112-235	109-020	3-215	3.3%	0-202	0.6%	97%	True	False	600,544
60	112-235	108-150	4-085	3.8%	0-214	0.6%	97%	True	False	622,358
80	112-235	108-150	4-085	3.8%	0-207	0.6%	97%	True	False	482,281
100	113-240	108-150	5-090	4.7%	0-182	0.5%	79%	False	False	386,012
120	115-000	108-150	6-170	5.8%	0-151	0.4%	63%	False	False	321,695

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-010
2.618	114-048
1.618	113-195
1.000	113-088
0.618	113-022
HIGH	112-235
0.618	112-169
0.500	112-148
0.382	112-128
LOW	112-062
0.618	111-275
1.000	111-209
1.618	111-102
2.618	110-249
4.250	109-287

Fisher Pivots for day following 20-Aug-2008
Pivot	1 day	3 day
R1	112-181	112-174
PP	112-165	112-151
S1	112-148	112-128

Download as Excel Spreadsheet

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

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