ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 11-Aug-2008

Day Change Summary
	Previous	Current
	08-Aug-2008	11-Aug-2008	Change	Change %	Previous Week
Open	111-110	111-010	-0-100	-0.3%	111-000
High	111-120	111-060	-0-060	-0.2%	111-120
Low	110-310	110-180	-0-130	-0.4%	110-070
Close	111-000	110-250	-0-070	-0.2%	111-000
Range	0-130	0-200	0-070	53.8%	1-050
ATR	0-182	0-183	0-001	0.7%	0-000
Volume	1,927	2,926	999	51.8%	19,594

Daily Pivots for day following 11-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-230	112-120	111-040
R3	112-030	111-240	110-305
R2	111-150	111-150	110-287
R1	111-040	111-040	110-268	110-315
PP	110-270	110-270	110-270	110-248
S1	110-160	110-160	110-232	110-115
S2	110-070	110-070	110-213
S3	109-190	109-280	110-195
S4	108-310	109-080	110-140

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%	0-166	0.5%	49%	False	False	4,450
10	111-120	109-260	1-180	1.4%	0-161	0.5%	62%	False	False	3,557
20	111-210	109-050	2-160	2.3%	0-163	0.5%	65%	False	False	2,446

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-047
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-270
2.618	112-264
1.618	112-064
1.000	111-260
0.618	111-184
HIGH	111-060
0.618	110-304
0.500	110-280
0.382	110-256
LOW	110-180
0.618	110-056
1.000	109-300
1.618	109-176
2.618	108-296
4.250	107-290

Fisher Pivots for day following 11-Aug-2008
Pivot	1 day	3 day
R1	110-280	110-310
PP	110-270	110-290
S1	110-260	110-270

Download as Excel Spreadsheet

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

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