ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 28-Jul-2008

Day Change Summary
	Previous	Current
	25-Jul-2008	28-Jul-2008	Change	Change %	Previous Week
Open	109-250	110-140	0-210	0.6%	109-220
High	110-130	110-150	0-020	0.1%	110-130
Low	109-240	109-300	0-060	0.2%	109-050
Close	109-250	110-120	0-190	0.5%	109-250
Range	0-210	0-170	-0-040	-19.0%	1-080
ATR	0-196	0-198	0-002	0.9%	0-000
Volume	456	1,033	577	126.5%	10,128

Daily Pivots for day following 28-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-273	111-207	110-214
R3	111-103	111-037	110-167
R2	110-253	110-253	110-151
R1	110-187	110-187	110-136	110-135
PP	110-083	110-083	110-083	110-058
S1	110-017	110-017	110-104	109-285
S2	109-233	109-233	110-089
S3	109-063	109-167	110-073
S4	108-213	108-317	110-026

Weekly Pivots for week ending 25-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-170	112-290	110-150
R3	112-090	111-210	110-040
R2	111-010	111-010	110-003
R1	110-130	110-130	109-287	110-230
PP	109-250	109-250	109-250	109-300
S1	109-050	109-050	109-213	109-150
S2	108-170	108-170	109-177
S3	107-090	107-290	109-140
S4	106-010	106-210	109-030

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	110-150	109-050	1-100	1.2%	0-156	0.4%	93%	True	False	2,035
10	111-210	109-050	2-160	2.3%	0-165	0.5%	49%	False	False	1,335
20	111-210	109-050	2-160	2.3%	0-160	0.5%	49%	False	False	1,630

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	0-022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	112-232
2.618	111-275
1.618	111-105
1.000	111-000
0.618	110-255
HIGH	110-150
0.618	110-085
0.500	110-065
0.382	110-045
LOW	109-300
0.618	109-195
1.000	109-130
1.618	109-025
2.618	108-175
4.250	107-218

Fisher Pivots for day following 28-Jul-2008
Pivot	1 day	3 day
R1	110-102	110-092
PP	110-083	110-063
S1	110-065	110-035

Download as Excel Spreadsheet

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

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