ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 18-Jul-2008

Day Change Summary
	Previous	Current
	17-Jul-2008	18-Jul-2008	Change	Change %	Previous Week
Open	110-060	109-280	-0-100	-0.3%	110-260
High	110-060	110-170	0-110	0.3%	111-210
Low	110-030	109-220	-0-130	-0.4%	109-220
Close	110-060	109-280	-0-100	-0.3%	109-280
Range	0-030	0-270	0-240	800.0%	1-310
ATR	0-176	0-182	0-007	3.8%	0-000
Volume	1,025	1,160	135	13.2%	3,085

Daily Pivots for day following 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-180	112-020	110-108
R3	111-230	111-070	110-034
R2	110-280	110-280	110-010
R1	110-120	110-120	109-305	110-095
PP	110-010	110-010	110-010	109-318
S1	109-170	109-170	109-255	109-145
S2	109-060	109-060	109-230
S3	108-110	108-220	109-206
S4	107-160	107-270	109-132

Weekly Pivots for week ending 18-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-100	115-020	110-306
R3	114-110	113-030	110-133
R2	112-120	112-120	110-076
R1	111-040	111-040	110-018	110-245
PP	110-130	110-130	110-130	110-072
S1	109-050	109-050	109-222	108-255
S2	108-140	108-140	109-164
S3	106-150	107-060	109-107
S4	104-160	105-070	108-254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-210	109-220	1-310	1.8%	0-204	0.6%	10%	False	True	617
10	111-210	109-220	1-310	1.8%	0-191	0.5%	10%	False	True	876

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	114-038
2.618	112-237
1.618	111-287
1.000	111-120
0.618	111-017
HIGH	110-170
0.618	110-067
0.500	110-035
0.382	110-003
LOW	109-220
0.618	109-053
1.000	108-270
1.618	108-103
2.618	107-153
4.250	106-032

Fisher Pivots for day following 18-Jul-2008
Pivot	1 day	3 day
R1	110-035	110-190
PP	110-010	110-113
S1	109-305	110-037

Download as Excel Spreadsheet

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

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