ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 02-Sep-2008

Day Change Summary
	Previous	Current
	29-Aug-2008	02-Sep-2008	Change	Change %	Previous Week
Open	112-140	112-132	-0-008	0.0%	112-025
High	112-187	112-297	0-110	0.3%	112-217
Low	112-015	112-047	0-032	0.1%	112-010
Close	112-145	112-285	0-140	0.4%	112-145
Range	0-172	0-250	0-078	45.3%	0-207
ATR	0-174	0-179	0-005	3.1%	0-000
Volume	841,680	231,101	-610,579	-72.5%	4,149,426

Daily Pivots for day following 02-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-000	114-232	113-102
R3	114-070	113-302	113-034
R2	113-140	113-140	113-011
R1	113-052	113-052	112-308	113-096
PP	112-210	112-210	112-210	112-232
S1	112-122	112-122	112-262	112-166
S2	111-280	111-280	112-239
S3	111-030	111-192	112-216
S4	110-100	110-262	112-148

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	112-297	112-015	0-282	0.8%	0-165	0.5%	96%	True	False	763,244
10	112-297	111-280	1-017	0.9%	0-164	0.5%	96%	True	False	647,100
20	112-297	110-265	2-032	1.9%	0-170	0.5%	98%	True	False	576,192
40	112-297	109-252	3-045	2.8%	0-197	0.5%	99%	True	False	612,401
60	112-297	108-150	4-147	4.0%	0-205	0.6%	99%	True	False	624,782
80	112-297	108-150	4-147	4.0%	0-206	0.6%	99%	True	False	550,143
100	113-200	108-150	5-050	4.6%	0-191	0.5%	86%	False	False	441,139
120	115-000	108-150	6-170	5.8%	0-163	0.5%	68%	False	False	367,688

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	0-042
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	116-080
2.618	114-312
1.618	114-062
1.000	113-227
0.618	113-132
HIGH	112-297
0.618	112-202
0.500	112-172
0.382	112-142
LOW	112-047
0.618	111-212
1.000	111-117
1.618	110-282
2.618	110-032
4.250	108-264

Fisher Pivots for day following 02-Sep-2008
Pivot	1 day	3 day
R1	112-247	112-242
PP	112-210	112-199
S1	112-172	112-156

Download as Excel Spreadsheet

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

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