ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 11-Sep-2008

Day Change Summary
	Previous	Current
	10-Sep-2008	11-Sep-2008	Change	Change %	Previous Week
Open	113-057	113-077	0-020	0.1%	112-132
High	113-157	113-240	0-083	0.2%	113-317
Low	112-295	113-057	0-082	0.2%	112-047
Close	113-055	113-092	0-037	0.1%	113-065
Range	0-182	0-183	0-001	0.5%	1-270
ATR	0-204	0-203	-0-001	-0.7%	0-000
Volume	48,754	26,889	-21,865	-44.8%	602,130

Daily Pivots for day following 11-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	115-039	114-248	113-193
R3	114-176	114-065	113-142
R2	113-313	113-313	113-126
R1	113-202	113-202	113-109	113-258
PP	113-130	113-130	113-130	113-157
S1	113-019	113-019	113-075	113-074
S2	112-267	112-267	113-058
S3	112-084	112-156	113-042
S4	111-221	111-293	112-311

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%	0-260	0.7%	67%	False	False	64,379
10	113-317	111-275	2-042	1.9%	0-212	0.6%	67%	False	False	357,897
20	113-317	111-167	2-150	2.2%	0-183	0.5%	72%	False	False	446,790
40	113-317	109-252	4-065	3.7%	0-195	0.5%	83%	False	False	523,189
60	113-317	108-160	5-157	4.8%	0-199	0.6%	87%	False	False	556,141
80	113-317	108-150	5-167	4.9%	0-208	0.6%	87%	False	False	552,859
100	113-317	108-150	5-167	4.9%	0-200	0.6%	87%	False	False	446,227
120	114-110	108-150	5-280	5.2%	0-174	0.5%	82%	False	False	371,929

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-054
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	116-058
2.618	115-079
1.618	114-216
1.000	114-103
0.618	114-033
HIGH	113-240
0.618	113-170
0.500	113-148
0.382	113-127
LOW	113-057
0.618	112-264
1.000	112-194
1.618	112-081
2.618	111-218
4.250	110-239

Fisher Pivots for day following 11-Sep-2008
Pivot	1 day	3 day
R1	113-148	113-040
PP	113-130	112-309
S1	113-111	112-258

Download as Excel Spreadsheet

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

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