ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 08-Sep-2008

Day Change Summary
	Previous	Current
	05-Sep-2008	08-Sep-2008	Change	Change %	Previous Week
Open	113-170	112-230	-0-260	-0.7%	112-132
High	113-317	113-015	-0-302	-0.8%	113-317
Low	112-260	111-275	-0-305	-0.8%	112-047
Close	113-065	112-315	-0-070	-0.2%	113-065
Range	1-057	1-060	0-003	0.8%	1-270
ATR	0-189	0-206	0-017	9.1%	0-000
Volume	71,782	62,250	-9,532	-13.3%	602,130

Daily Pivots for day following 08-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-062	115-248	113-204
R3	115-002	114-188	113-100
R2	113-262	113-262	113-065
R1	113-128	113-128	113-030	113-195
PP	112-202	112-202	112-202	112-235
S1	112-068	112-068	112-280	112-135
S2	111-142	111-142	112-245
S3	110-082	111-008	112-210
S4	109-022	109-268	112-106

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-206	117-246	114-070
R3	116-256	115-296	113-227
R2	114-306	114-306	113-173
R1	114-026	114-026	113-119	114-166
PP	113-036	113-036	113-036	113-106
S1	112-076	112-076	113-011	112-216
S2	111-086	111-086	112-277
S3	109-136	110-126	112-223
S4	107-186	108-176	112-060

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-317	111-275	2-042	1.9%	0-258	0.7%	53%	False	True	132,876
10	113-317	111-275	2-042	1.9%	0-206	0.6%	53%	False	True	481,380
20	113-317	111-047	2-270	2.5%	0-186	0.5%	65%	False	False	491,193
40	113-317	109-252	4-065	3.7%	0-202	0.6%	76%	False	False	561,813
60	113-317	108-150	5-167	4.9%	0-200	0.6%	82%	False	False	577,941
80	113-317	108-150	5-167	4.9%	0-208	0.6%	82%	False	False	554,545
100	113-317	108-150	5-167	4.9%	0-199	0.6%	82%	False	False	445,470
120	115-000	108-150	6-170	5.8%	0-171	0.5%	69%	False	False	371,299

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	0-050
Widest range in 60 trading days

Fibonacci Retracements and Extensions
4.250	118-030
2.618	116-050
1.618	114-310
1.000	114-075
0.618	113-250
HIGH	113-015
0.618	112-190
0.500	112-145
0.382	112-100
LOW	111-275
0.618	111-040
1.000	110-215
1.618	109-300
2.618	108-240
4.250	106-260

Fisher Pivots for day following 08-Sep-2008
Pivot	1 day	3 day
R1	112-258	112-309
PP	112-202	112-302
S1	112-145	112-296

Download as Excel Spreadsheet

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

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