ECBOT 5 Year T-Note Future September 2008

Trading Metrics calculated at close of trading on 22-Sep-2008

Day Change Summary
	Previous	Current
	19-Sep-2008	22-Sep-2008	Change	Change %	Previous Week
Open	114-005	112-307	-1-018	-0.9%	114-152
High	114-022	112-307	-1-035	-1.0%	115-157
Low	112-157	112-132	-0-025	-0.1%	112-157
Close	112-262	112-237	-0-025	-0.1%	112-262
Range	1-185	0-175	-1-010	-65.3%	3-000
ATR	0-296	0-287	-0-009	-2.9%	0-000
Volume	12,689	3,704	-8,985	-70.8%	112,144

Daily Pivots for day following 22-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-110	114-029	113-013
R3	113-255	113-174	112-285
R2	113-080	113-080	112-269
R1	112-319	112-319	112-253	112-272
PP	112-225	112-225	112-225	112-202
S1	112-144	112-144	112-221	112-097
S2	112-050	112-050	112-205
S3	111-195	111-289	112-189
S4	111-020	111-114	112-141

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	122-192	120-227	114-150
R3	119-192	117-227	113-206
R2	116-192	116-192	113-118
R1	114-227	114-227	113-030	114-050
PP	113-192	113-192	113-192	113-103
S1	111-227	111-227	112-174	111-050
S2	110-192	110-192	112-086
S3	107-192	108-227	111-318
S4	104-192	105-227	111-054

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-157	112-132	3-025	2.7%	1-036	1.0%	11%	False	True	19,994
10	115-157	111-275	3-202	3.2%	0-292	0.8%	24%	False	False	26,990
20	115-157	111-275	3-202	3.2%	0-239	0.7%	24%	False	False	281,608
40	115-157	110-122	5-035	4.5%	0-208	0.6%	46%	False	False	410,682
60	115-157	109-187	5-290	5.2%	0-214	0.6%	53%	False	False	493,264
80	115-157	108-150	7-007	6.2%	0-219	0.6%	61%	False	False	539,523
100	115-157	108-150	7-007	6.2%	0-213	0.6%	61%	False	False	447,283
120	115-157	108-150	7-007	6.2%	0-192	0.5%	61%	False	False	373,011

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	0-069
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	115-091
2.618	114-125
1.618	113-270
1.000	113-162
0.618	113-095
HIGH	112-307
0.618	112-240
0.500	112-220
0.382	112-199
LOW	112-132
0.618	112-024
1.000	111-277
1.618	111-169
2.618	110-314
4.250	110-028

Fisher Pivots for day following 22-Sep-2008
Pivot	1 day	3 day
R1	112-231	113-286
PP	112-225	113-163
S1	112-220	113-040

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

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