ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 01-Aug-2008

Day Change Summary
	Previous	Current
	31-Jul-2008	01-Aug-2008	Change	Change %	Previous Week
Open	110-100	110-290	0-190	0.5%	110-140
High	110-290	111-010	0-040	0.1%	111-010
Low	110-060	110-210	0-150	0.4%	109-260
Close	110-230	110-290	0-060	0.2%	110-290
Range	0-230	0-120	-0-110	-47.8%	1-070
ATR	0-197	0-191	-0-005	-2.8%	0-000
Volume	8,122	1,521	-6,601	-81.3%	14,091

Daily Pivots for day following 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-317	111-263	111-036
R3	111-197	111-143	111-003
R2	111-077	111-077	110-312
R1	111-023	111-023	110-301	111-030
PP	110-277	110-277	110-277	110-280
S1	110-223	110-223	110-279	110-230
S2	110-157	110-157	110-268
S3	110-037	110-103	110-257
S4	109-237	109-303	110-224

Weekly Pivots for week ending 01-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-077	113-253	111-184
R3	113-007	112-183	111-077
R2	111-257	111-257	111-042
R1	111-113	111-113	111-006	111-185
PP	110-187	110-187	110-187	110-222
S1	110-043	110-043	110-254	110-115
S2	109-117	109-117	110-218
S3	108-047	108-293	110-183
S4	106-297	107-223	110-076

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-010	109-260	1-070	1.1%	0-172	0.5%	90%	True	False	2,818
10	111-010	109-050	1-280	1.7%	0-165	0.5%	93%	True	False	2,421
20	111-210	109-050	2-160	2.3%	0-178	0.5%	70%	False	False	1,649

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-029
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	112-200
2.618	112-004
1.618	111-204
1.000	111-130
0.618	111-084
HIGH	111-010
0.618	110-284
0.500	110-270
0.382	110-256
LOW	110-210
0.618	110-136
1.000	110-090
1.618	110-016
2.618	109-216
4.250	109-020

Fisher Pivots for day following 01-Aug-2008
Pivot	1 day	3 day
R1	110-283	110-238
PP	110-277	110-187
S1	110-270	110-135

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

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