ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 29-Jul-2008

Day Change Summary
	Previous	Current
	28-Jul-2008	29-Jul-2008	Change	Change %	Previous Week
Open	110-140	110-020	-0-120	-0.3%	109-220
High	110-150	110-140	-0-010	0.0%	110-130
Low	109-300	109-300	0-000	0.0%	109-050
Close	110-120	110-060	-0-060	-0.2%	109-250
Range	0-170	0-160	-0-010	-5.9%	1-080
ATR	0-198	0-195	-0-003	-1.4%	0-000
Volume	1,033	1,982	949	91.9%	10,128

Daily Pivots for day following 29-Jul-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-220	111-140	110-148
R3	111-060	110-300	110-104
R2	110-220	110-220	110-089
R1	110-140	110-140	110-075	110-180
PP	110-060	110-060	110-060	110-080
S1	109-300	109-300	110-045	110-020
S2	109-220	109-220	110-031
S3	109-060	109-140	110-016
S4	108-220	108-300	109-292

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%	0-136	0.4%	79%	False	False	1,879
10	111-160	109-050	2-110	2.1%	0-167	0.5%	44%	False	False	1,533
20	111-210	109-050	2-160	2.3%	0-168	0.5%	41%	False	False	1,729

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	0-026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	112-180
2.618	111-239
1.618	111-079
1.000	110-300
0.618	110-239
HIGH	110-140
0.618	110-079
0.500	110-060
0.382	110-041
LOW	109-300
0.618	109-201
1.000	109-140
1.618	109-041
2.618	108-201
4.250	107-260

Fisher Pivots for day following 29-Jul-2008
Pivot	1 day	3 day
R1	110-060	110-052
PP	110-060	110-043
S1	110-060	110-035

Download as Excel Spreadsheet

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

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