ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 26-Aug-2008

Day Change Summary
	Previous	Current
	25-Aug-2008	26-Aug-2008	Change	Change %	Previous Week
Open	112-025	112-172	0-147	0.4%	112-065
High	112-200	112-217	0-017	0.0%	112-245
Low	112-010	112-102	0-092	0.3%	111-280
Close	112-167	112-155	-0-012	0.0%	112-020
Range	0-190	0-115	-0-075	-39.5%	0-285
ATR	0-184	0-179	-0-005	-2.7%	0-000
Volume	564,305	746,171	181,866	32.2%	2,548,502

Daily Pivots for day following 26-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-183	113-124	112-218
R3	113-068	113-009	112-187
R2	112-273	112-273	112-176
R1	112-214	112-214	112-166	112-186
PP	112-158	112-158	112-158	112-144
S1	112-099	112-099	112-144	112-071
S2	112-043	112-043	112-134
S3	111-248	111-304	112-123
S4	111-133	111-189	112-092

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%	0-165	0.5%	68%	False	False	608,599
10	112-245	111-167	1-078	1.1%	0-155	0.4%	77%	False	False	535,684
20	112-245	110-145	2-100	2.1%	0-168	0.5%	88%	False	False	541,600
40	112-245	109-252	2-313	2.6%	0-199	0.6%	91%	False	False	601,399
60	112-245	108-150	4-095	3.8%	0-210	0.6%	93%	False	False	627,348
80	112-245	108-150	4-095	3.8%	0-205	0.6%	93%	False	False	512,403
100	113-200	108-150	5-050	4.6%	0-186	0.5%	78%	False	False	410,492
120	115-000	108-150	6-170	5.8%	0-157	0.4%	61%	False	False	342,105

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

Fibonacci Retracements and Extensions
4.250	114-066
2.618	113-198
1.618	113-083
1.000	113-012
0.618	112-288
HIGH	112-217
0.618	112-173
0.500	112-160
0.382	112-146
LOW	112-102
0.618	112-031
1.000	111-307
1.618	111-236
2.618	111-121
4.250	110-253

Fisher Pivots for day following 26-Aug-2008
Pivot	1 day	3 day
R1	112-160	112-133
PP	112-158	112-111
S1	112-156	112-088

Download as Excel Spreadsheet

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

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