ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 04-Aug-2008

Day Change Summary
	Previous	Current
	01-Aug-2008	04-Aug-2008	Change	Change %	Previous Week
Open	110-290	111-000	0-030	0.1%	110-140
High	111-010	111-030	0-020	0.1%	111-010
Low	110-210	110-260	0-050	0.1%	109-260
Close	110-290	110-260	-0-030	-0.1%	110-290
Range	0-120	0-090	-0-030	-25.0%	1-070
ATR	0-191	0-184	-0-007	-3.8%	0-000
Volume	1,521	269	-1,252	-82.3%	14,091

Daily Pivots for day following 04-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	111-240	111-180	110-310
R3	111-150	111-090	110-285
R2	111-060	111-060	110-276
R1	111-000	111-000	110-268	110-305
PP	110-290	110-290	110-290	110-282
S1	110-230	110-230	110-252	110-215
S2	110-200	110-200	110-244
S3	110-110	110-140	110-235
S4	110-020	110-050	110-210

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	111-030	109-260	1-090	1.2%	0-156	0.4%	78%	True	False	2,665
10	111-030	109-050	1-300	1.7%	0-156	0.4%	85%	True	False	2,350
20	111-210	109-050	2-160	2.3%	0-172	0.5%	66%	False	False	1,613

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-027
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	112-092
2.618	111-266
1.618	111-176
1.000	111-120
0.618	111-086
HIGH	111-030
0.618	110-316
0.500	110-305
0.382	110-294
LOW	110-260
0.618	110-204
1.000	110-170
1.618	110-114
2.618	110-024
4.250	109-198

Fisher Pivots for day following 04-Aug-2008
Pivot	1 day	3 day
R1	110-305	110-242
PP	110-290	110-223
S1	110-275	110-205

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

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