ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 27-Aug-2008

Day Change Summary
	Previous	Current
	26-Aug-2008	27-Aug-2008	Change	Change %	Previous Week
Open	112-172	112-165	-0-007	0.0%	112-065
High	112-217	112-210	-0-007	0.0%	112-245
Low	112-102	112-042	-0-060	-0.2%	111-280
Close	112-155	112-182	0-027	0.1%	112-020
Range	0-115	0-168	0-053	46.1%	0-285
ATR	0-179	0-178	-0-001	-0.4%	0-000
Volume	746,171	943,382	197,211	26.4%	2,548,502

Daily Pivots for day following 27-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-009	113-263	112-274
R3	113-161	113-095	112-228
R2	112-313	112-313	112-213
R1	112-247	112-247	112-197	112-280
PP	112-145	112-145	112-145	112-161
S1	112-079	112-079	112-167	112-112
S2	111-297	111-297	112-151
S3	111-129	111-231	112-136
S4	110-281	111-063	112-090

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%	0-164	0.5%	78%	False	False	678,517
10	112-245	111-167	1-078	1.1%	0-155	0.4%	84%	False	False	582,425
20	112-245	110-250	1-315	1.8%	0-168	0.5%	90%	False	False	563,362
40	112-245	109-252	2-313	2.6%	0-198	0.6%	93%	False	False	611,965
60	112-245	108-150	4-095	3.8%	0-208	0.6%	95%	False	False	630,414
80	112-245	108-150	4-095	3.8%	0-205	0.6%	95%	False	False	524,049
100	113-200	108-150	5-050	4.6%	0-187	0.5%	80%	False	False	419,926
120	115-000	108-150	6-170	5.8%	0-158	0.4%	63%	False	False	349,966

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-284
2.618	114-010
1.618	113-162
1.000	113-058
0.618	112-314
HIGH	112-210
0.618	112-146
0.500	112-126
0.382	112-106
LOW	112-042
0.618	111-258
1.000	111-194
1.618	111-090
2.618	110-242
4.250	109-288

Fisher Pivots for day following 27-Aug-2008
Pivot	1 day	3 day
R1	112-163	112-159
PP	112-145	112-136
S1	112-126	112-114

Download as Excel Spreadsheet

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

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