ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 25-Aug-2008

Day Change Summary
	Previous	Current
	22-Aug-2008	25-Aug-2008	Change	Change %	Previous Week
Open	112-110	112-025	-0-085	-0.2%	112-065
High	112-142	112-200	0-058	0.2%	112-245
Low	111-280	112-010	0-050	0.1%	111-280
Close	112-020	112-167	0-147	0.4%	112-020
Range	0-182	0-190	0-008	4.4%	0-285
ATR	0-183	0-184	0-000	0.3%	0-000
Volume	610,700	564,305	-46,395	-7.6%	2,548,502

Daily Pivots for day following 25-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-056	113-301	112-272
R3	113-186	113-111	112-219
R2	112-316	112-316	112-202
R1	112-241	112-241	112-184	112-278
PP	112-126	112-126	112-126	112-144
S1	112-051	112-051	112-150	112-088
S2	111-256	111-256	112-132
S3	111-066	111-181	112-115
S4	110-196	110-311	112-062

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%	0-162	0.5%	73%	False	False	530,956
10	112-245	111-120	1-125	1.2%	0-162	0.5%	82%	False	False	499,940
20	112-245	110-145	2-100	2.1%	0-172	0.5%	89%	False	False	524,592
40	112-245	109-252	2-313	2.6%	0-200	0.6%	92%	False	False	597,712
60	112-245	108-150	4-095	3.8%	0-213	0.6%	94%	False	False	624,592
80	112-245	108-150	4-095	3.8%	0-205	0.6%	94%	False	False	503,224
100	113-200	108-150	5-050	4.6%	0-186	0.5%	79%	False	False	403,031
120	115-000	108-150	6-170	5.8%	0-156	0.4%	62%	False	False	335,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-038
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	115-048
2.618	114-057
1.618	113-187
1.000	113-070
0.618	112-317
HIGH	112-200
0.618	112-127
0.500	112-105
0.382	112-083
LOW	112-010
0.618	111-213
1.000	111-140
1.618	111-023
2.618	110-153
4.250	109-162

Fisher Pivots for day following 25-Aug-2008
Pivot	1 day	3 day
R1	112-146	112-146
PP	112-126	112-124
S1	112-105	112-102

Download as Excel Spreadsheet

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

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