ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 08-Aug-2008

Day Change Summary
	Previous	Current
	07-Aug-2008	08-Aug-2008	Change	Change %	Previous Week
Open	111-010	111-110	0-100	0.3%	111-000
High	111-110	111-120	0-010	0.0%	111-120
Low	110-220	110-310	0-090	0.3%	110-070
Close	111-070	111-000	-0-070	-0.2%	111-000
Range	0-210	0-130	-0-080	-38.1%	1-050
ATR	0-186	0-182	-0-004	-2.1%	0-000
Volume	9,631	1,927	-7,704	-80.0%	19,594

Daily Pivots for day following 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-107	112-023	111-072
R3	111-297	111-213	111-036
R2	111-167	111-167	111-024
R1	111-083	111-083	111-012	111-060
PP	111-037	111-037	111-037	111-025
S1	110-273	110-273	110-308	110-250
S2	110-227	110-227	110-296
S3	110-097	110-143	110-284
S4	109-287	110-013	110-248

Weekly Pivots for week ending 08-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-107	113-263	111-204
R3	113-057	112-213	111-102
R2	112-007	112-007	111-068
R1	111-163	111-163	111-034	111-185
PP	110-277	110-277	110-277	110-288
S1	110-113	110-113	110-286	110-135
S2	109-227	109-227	110-252
S3	108-177	109-063	110-218
S4	107-127	108-013	110-116

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	111-120	110-070	1-050	1.0%	0-144	0.4%	68%	True	False	3,918
10	111-120	109-260	1-180	1.4%	0-158	0.4%	76%	True	False	3,368
20	111-210	109-050	2-160	2.3%	0-170	0.5%	74%	False	False	2,344

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	0-043
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	113-032
2.618	112-140
1.618	112-010
1.000	111-250
0.618	111-200
HIGH	111-120
0.618	111-070
0.500	111-055
0.382	111-040
LOW	110-310
0.618	110-230
1.000	110-180
1.618	110-100
2.618	109-290
4.250	109-078

Fisher Pivots for day following 08-Aug-2008
Pivot	1 day	3 day
R1	111-055	110-298
PP	111-037	110-277
S1	111-018	110-255

Download as Excel Spreadsheet

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

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