ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	112-132	112-265	0-133	0.4%	112-025
High	112-297	113-047	0-070	0.2%	112-217
Low	112-047	112-262	0-215	0.6%	112-010
Close	112-285	113-042	0-077	0.2%	112-145
Range	0-250	0-105	-0-145	-58.0%	0-207
ATR	0-179	0-174	-0-005	-3.0%	0-000
Volume	231,101	187,026	-44,075	-19.1%	4,149,426

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-005	113-289	113-100
R3	113-220	113-184	113-071
R2	113-115	113-115	113-061
R1	113-079	113-079	113-052	113-097
PP	113-010	113-010	113-010	113-020
S1	112-294	112-294	113-032	112-312
S2	112-225	112-225	113-023
S3	112-120	112-189	113-013
S4	112-015	112-084	112-304

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	113-047	112-015	1-032	1.0%	0-163	0.5%	99%	True	False	651,415
10	113-047	111-280	1-087	1.1%	0-164	0.5%	99%	True	False	630,007
20	113-047	110-265	2-102	2.0%	0-170	0.5%	99%	True	False	563,634
40	113-047	109-252	3-115	3.0%	0-197	0.5%	100%	True	False	600,495
60	113-047	108-150	4-217	4.1%	0-199	0.6%	100%	True	False	614,547
80	113-047	108-150	4-217	4.1%	0-206	0.6%	100%	True	False	552,280
100	113-047	108-150	4-217	4.1%	0-191	0.5%	100%	True	False	443,009
120	115-000	108-150	6-170	5.8%	0-164	0.5%	71%	False	False	369,247

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	114-173
2.618	114-002
1.618	113-217
1.000	113-152
0.618	113-112
HIGH	113-047
0.618	113-007
0.500	112-314
0.382	112-302
LOW	112-262
0.618	112-197
1.000	112-157
1.618	112-092
2.618	111-307
4.250	111-136

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	113-026	112-305
PP	113-010	112-248
S1	112-314	112-191

Download as Excel Spreadsheet

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

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