ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 17-Jul-2008

Day Change Summary
	Previous	Current
	16-Jul-2008	17-Jul-2008	Change	Change %	Previous Week
Open	110-280	110-060	-0-220	-0.6%	110-180
High	111-160	110-060	-1-100	-1.2%	111-130
Low	110-230	110-030	-0-200	-0.6%	110-070
Close	110-280	110-060	-0-220	-0.6%	110-110
Range	0-250	0-030	-0-220	-88.0%	1-060
ATR	0-000	0-176	0-176		0-000
Volume	3	1,025	1,022	34,066.7%	5,679

Daily Pivots for day following 17-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	110-140	110-130	110-076
R3	110-110	110-100	110-068
R2	110-080	110-080	110-066
R1	110-070	110-070	110-063	110-075
PP	110-050	110-050	110-050	110-052
S1	110-040	110-040	110-057	110-045
S2	110-020	110-020	110-054
S3	109-310	110-010	110-052
S4	109-280	109-300	110-044

Weekly Pivots for week ending 11-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-070	113-150	110-319
R3	113-010	112-090	110-214
R2	111-270	111-270	110-180
R1	111-030	111-030	110-145	110-280
PP	110-210	110-210	110-210	110-175
S1	109-290	109-290	110-075	109-220
S2	109-150	109-150	110-040
S3	108-090	108-230	110-006
S4	107-030	107-170	109-221

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-210	110-010	1-200	1.5%	0-218	0.6%	10%	False	False	401
10	111-210	110-010	1-200	1.5%	0-170	0.5%	10%	False	False	1,218

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	0-037
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	110-188
2.618	110-139
1.618	110-109
1.000	110-090
0.618	110-079
HIGH	110-060
0.618	110-049
0.500	110-045
0.382	110-041
LOW	110-030
0.618	110-011
1.000	110-000
1.618	109-301
2.618	109-271
4.250	109-222

Fisher Pivots for day following 17-Jul-2008
Pivot	1 day	3 day
R1	110-055	110-280
PP	110-050	110-207
S1	110-045	110-133

Download as Excel Spreadsheet

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

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