ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 22-Aug-2008

Day Change Summary
	Previous	Current
	21-Aug-2008	22-Aug-2008	Change	Change %	Previous Week
Open	112-182	112-110	-0-072	-0.2%	112-065
High	112-245	112-142	-0-103	-0.3%	112-245
Low	112-080	111-280	-0-120	-0.3%	111-280
Close	112-107	112-020	-0-087	-0.2%	112-020
Range	0-165	0-182	0-017	10.3%	0-285
ATR	0-184	0-183	0-000	-0.1%	0-000
Volume	528,030	610,700	82,670	15.7%	2,548,502

Daily Pivots for day following 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-267	113-165	112-120
R3	113-085	112-303	112-070
R2	112-223	112-223	112-053
R1	112-121	112-121	112-037	112-081
PP	112-041	112-041	112-041	112-020
S1	111-259	111-259	112-003	111-219
S2	111-179	111-179	111-307
S3	110-317	111-077	111-290
S4	110-135	110-215	111-240

Weekly Pivots for week ending 22-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-290	114-120	112-177
R3	114-005	113-155	112-098
R2	113-040	113-040	112-072
R1	112-190	112-190	112-046	112-132
PP	112-075	112-075	112-075	112-046
S1	111-225	111-225	111-314	111-168
S2	111-110	111-110	111-288
S3	110-145	110-260	111-262
S4	109-180	109-295	111-183

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-245	111-280	0-285	0.8%	0-146	0.4%	21%	False	True	509,700
10	112-245	111-047	1-198	1.4%	0-165	0.5%	57%	False	False	501,006
20	112-245	110-130	2-115	2.1%	0-174	0.5%	70%	False	False	531,508
40	112-245	109-252	2-313	2.7%	0-199	0.6%	76%	False	False	599,828
60	112-245	108-150	4-095	3.8%	0-211	0.6%	84%	False	False	627,018
80	112-245	108-150	4-095	3.8%	0-207	0.6%	84%	False	False	496,208
100	113-200	108-150	5-050	4.6%	0-185	0.5%	70%	False	False	397,387
120	115-000	108-150	6-170	5.8%	0-154	0.4%	55%	False	False	331,184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-042
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	114-276
2.618	113-298
1.618	113-116
1.000	113-004
0.618	112-254
HIGH	112-142
0.618	112-072
0.500	112-051
0.382	112-030
LOW	111-280
0.618	111-168
1.000	111-098
1.618	110-306
2.618	110-124
4.250	109-146

Fisher Pivots for day following 22-Aug-2008
Pivot	1 day	3 day
R1	112-051	112-102
PP	112-041	112-075
S1	112-030	112-048

Download as Excel Spreadsheet

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

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