ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 29-Aug-2008

Day Change Summary
	Previous	Current
	28-Aug-2008	29-Aug-2008	Change	Change %	Previous Week
Open	112-197	112-140	-0-057	-0.2%	112-025
High	112-197	112-187	-0-010	0.0%	112-217
Low	112-075	112-015	-0-060	-0.2%	112-010
Close	112-130	112-145	0-015	0.0%	112-145
Range	0-122	0-172	0-050	41.0%	0-207
ATR	0-174	0-174	0-000	-0.1%	0-000
Volume	1,053,888	841,680	-212,208	-20.1%	4,149,426

Daily Pivots for day following 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-312	113-240	112-240
R3	113-140	113-068	112-192
R2	112-288	112-288	112-177
R1	112-216	112-216	112-161	112-252
PP	112-116	112-116	112-116	112-134
S1	112-044	112-044	112-129	112-080
S2	111-264	111-264	112-113
S3	111-092	111-192	112-098
S4	110-240	111-020	112-050

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-105	114-012	112-259
R3	113-218	113-125	112-202
R2	113-011	113-011	112-183
R1	112-238	112-238	112-164	112-284
PP	112-124	112-124	112-124	112-147
S1	112-031	112-031	112-126	112-078
S2	111-237	111-237	112-107
S3	111-030	111-144	112-088
S4	110-143	110-257	112-031

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-217	112-010	0-207	0.6%	0-153	0.4%	65%	False	False	829,885
10	112-245	111-280	0-285	0.8%	0-150	0.4%	65%	False	False	669,792
20	112-245	110-265	1-300	1.7%	0-163	0.5%	84%	False	False	595,304
40	112-245	109-252	2-313	2.6%	0-198	0.5%	90%	False	False	622,074
60	112-245	108-150	4-095	3.8%	0-207	0.6%	93%	False	False	634,479
80	112-245	108-150	4-095	3.8%	0-204	0.6%	93%	False	False	547,441
100	113-200	108-150	5-050	4.6%	0-189	0.5%	77%	False	False	438,828
120	115-000	108-150	6-170	5.8%	0-161	0.4%	61%	False	False	365,763

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

Fibonacci Retracements and Extensions
4.250	114-278
2.618	113-317
1.618	113-145
1.000	113-039
0.618	112-293
HIGH	112-187
0.618	112-121
0.500	112-101
0.382	112-081
LOW	112-015
0.618	111-229
1.000	111-163
1.618	111-057
2.618	110-205
4.250	109-244

Fisher Pivots for day following 29-Aug-2008
Pivot	1 day	3 day
R1	112-130	112-134
PP	112-116	112-123
S1	112-101	112-112

Download as Excel Spreadsheet

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

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