ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 10-Sep-2008

Day Change Summary
	Previous	Current
	08-Sep-2008	10-Sep-2008	Change	Change %	Previous Week
Open	112-230	113-057	0-147	0.4%	112-132
High	113-015	113-157	0-142	0.4%	113-317
Low	111-275	112-295	1-020	0.9%	112-047
Close	112-315	113-055	0-060	0.2%	113-065
Range	1-060	0-182	-0-198	-52.1%	1-270
ATR	0-206	0-204	-0-002	-0.8%	0-000
Volume	62,250	48,754	-13,496	-21.7%	602,130

Daily Pivots for day following 10-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-288	114-194	113-155
R3	114-106	114-012	113-105
R2	113-244	113-244	113-088
R1	113-150	113-150	113-072	113-106
PP	113-062	113-062	113-062	113-040
S1	112-288	112-288	113-038	112-244
S2	112-200	112-200	113-022
S3	112-018	112-106	113-005
S4	111-156	111-244	112-275

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%	0-244	0.7%	62%	False	False	96,406
10	113-317	111-275	2-042	1.9%	0-205	0.6%	62%	False	False	429,825
20	113-317	111-120	2-197	2.3%	0-184	0.5%	69%	False	False	464,882
40	113-317	109-252	4-065	3.7%	0-197	0.5%	81%	False	False	540,981
60	113-317	108-157	5-160	4.9%	0-198	0.5%	85%	False	False	567,291
80	113-317	108-150	5-167	4.9%	0-208	0.6%	85%	False	False	553,533
100	113-317	108-150	5-167	4.9%	0-199	0.5%	85%	False	False	445,958
120	114-110	108-150	5-280	5.2%	0-173	0.5%	80%	False	False	371,705

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0-056
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	115-290
2.618	114-313
1.618	114-131
1.000	114-019
0.618	113-269
HIGH	113-157
0.618	113-087
0.500	113-066
0.382	113-045
LOW	112-295
0.618	112-183
1.000	112-113
1.618	112-001
2.618	111-139
4.250	110-162

Fisher Pivots for day following 10-Sep-2008
Pivot	1 day	3 day
R1	113-066	113-029
PP	113-062	113-002
S1	113-059	112-296

Download as Excel Spreadsheet

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

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