ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 12-Aug-2008

Day Change Summary
	Previous	Current
	11-Aug-2008	12-Aug-2008	Change	Change %	Previous Week
Open	111-010	111-010	0-000	0.0%	111-000
High	111-060	111-120	0-060	0.2%	111-120
Low	110-180	110-270	0-090	0.3%	110-070
Close	110-250	111-090	0-160	0.5%	111-000
Range	0-200	0-170	-0-030	-15.0%	1-050
ATR	0-183	0-183	0-001	0.3%	0-000
Volume	2,926	412	-2,514	-85.9%	19,594

Daily Pivots for day following 12-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	112-243	112-177	111-184
R3	112-073	112-007	111-137
R2	111-223	111-223	111-121
R1	111-157	111-157	111-106	111-190
PP	111-053	111-053	111-053	111-070
S1	110-307	110-307	111-074	111-020
S2	110-203	110-203	111-059
S3	110-033	110-137	111-043
S4	109-183	109-287	110-316

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%	0-182	0.5%	92%	True	False	4,222
10	111-120	109-260	1-180	1.4%	0-162	0.5%	94%	True	False	3,400
20	111-160	109-050	2-110	2.1%	0-164	0.5%	91%	False	False	2,466

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	0-049
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	113-202
2.618	112-245
1.618	112-075
1.000	111-290
0.618	111-225
HIGH	111-120
0.618	111-055
0.500	111-035
0.382	111-015
LOW	110-270
0.618	110-165
1.000	110-100
1.618	109-315
2.618	109-145
4.250	108-188

Fisher Pivots for day following 12-Aug-2008
Pivot	1 day	3 day
R1	111-072	111-057
PP	111-053	111-023
S1	111-035	110-310

Download as Excel Spreadsheet

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

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