ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 06-Aug-2008

Day Change Summary
	Previous	Current
	05-Aug-2008	06-Aug-2008	Change	Change %	Previous Week
Open	110-260	110-200	-0-060	-0.2%	110-140
High	110-290	110-270	-0-020	-0.1%	111-010
Low	110-200	110-070	-0-130	-0.4%	109-260
Close	110-230	110-160	-0-070	-0.2%	110-290
Range	0-090	0-200	0-110	122.2%	1-070
ATR	0-177	0-179	0-002	0.9%	0-000
Volume	1,550	6,217	4,667	301.1%	14,091

Daily Pivots for day following 06-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-127	112-023	110-270
R3	111-247	111-143	110-215
R2	111-047	111-047	110-197
R1	110-263	110-263	110-178	110-215
PP	110-167	110-167	110-167	110-142
S1	110-063	110-063	110-142	110-015
S2	109-287	109-287	110-123
S3	109-087	109-183	110-105
S4	108-207	108-303	110-050

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	110-060	0-290	0.8%	0-146	0.4%	34%	False	False	3,535
10	111-030	109-240	1-110	1.2%	0-149	0.4%	56%	False	False	2,363
20	111-210	109-050	2-160	2.3%	0-174	0.5%	54%	False	False	1,859

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-033
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	113-160
2.618	112-154
1.618	111-274
1.000	111-150
0.618	111-074
HIGH	110-270
0.618	110-194
0.500	110-170
0.382	110-146
LOW	110-070
0.618	109-266
1.000	109-190
1.618	109-066
2.618	108-186
4.250	107-180

Fisher Pivots for day following 06-Aug-2008
Pivot	1 day	3 day
R1	110-170	110-210
PP	110-167	110-193
S1	110-163	110-177

Download as Excel Spreadsheet

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

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