ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 28-Aug-2008

Day Change Summary
	Previous	Current
	27-Aug-2008	28-Aug-2008	Change	Change %	Previous Week
Open	112-165	112-197	0-032	0.1%	112-065
High	112-210	112-197	-0-013	0.0%	112-245
Low	112-042	112-075	0-033	0.1%	111-280
Close	112-182	112-130	-0-052	-0.1%	112-020
Range	0-168	0-122	-0-046	-27.4%	0-285
ATR	0-178	0-174	-0-004	-2.3%	0-000
Volume	943,382	1,053,888	110,506	11.7%	2,548,502

Daily Pivots for day following 28-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-180	113-117	112-197
R3	113-058	112-315	112-164
R2	112-256	112-256	112-152
R1	112-193	112-193	112-141	112-164
PP	112-134	112-134	112-134	112-119
S1	112-071	112-071	112-119	112-042
S2	112-012	112-012	112-108
S3	111-210	111-269	112-096
S4	111-088	111-147	112-063

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	112-217	111-280	0-257	0.7%	0-155	0.4%	66%	False	False	783,689
10	112-245	111-275	0-290	0.8%	0-151	0.4%	60%	False	False	637,183
20	112-245	110-265	1-300	1.7%	0-162	0.4%	81%	False	False	587,455
40	112-245	109-252	2-313	2.6%	0-197	0.5%	88%	False	False	617,812
60	112-245	108-150	4-095	3.8%	0-207	0.6%	92%	False	False	634,308
80	112-245	108-150	4-095	3.8%	0-205	0.6%	92%	False	False	537,071
100	113-200	108-150	5-050	4.6%	0-189	0.5%	76%	False	False	430,465
120	115-000	108-150	6-170	5.8%	0-159	0.4%	60%	False	False	358,749

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	114-076
2.618	113-196
1.618	113-074
1.000	112-319
0.618	112-272
HIGH	112-197
0.618	112-150
0.500	112-136
0.382	112-122
LOW	112-075
0.618	112-000
1.000	111-273
1.618	111-198
2.618	111-076
4.250	110-196

Fisher Pivots for day following 28-Aug-2008
Pivot	1 day	3 day
R1	112-136	112-130
PP	112-134	112-130
S1	112-132	112-130

Download as Excel Spreadsheet

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

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