ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 03-Sep-2008

Day Change Summary
	Previous	Current
	02-Sep-2008	03-Sep-2008	Change	Change %	Previous Week
Open	111-292	112-135	0-163	0.5%	111-170
High	112-150	112-222	0-072	0.2%	112-050
Low	111-197	112-102	0-225	0.6%	111-150
Close	112-135	112-212	0-077	0.2%	111-300
Range	0-273	0-120	-0-153	-56.0%	0-220
ATR	0-173	0-169	-0-004	-2.2%	0-000
Volume	485,471	711,801	226,330	46.6%	2,064,942

Daily Pivots for day following 03-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-219	113-175	112-278
R3	113-099	113-055	112-245
R2	112-299	112-299	112-234
R1	112-255	112-255	112-223	112-277
PP	112-179	112-179	112-179	112-190
S1	112-135	112-135	112-201	112-157
S2	112-059	112-059	112-190
S3	111-259	112-015	112-179
S4	111-139	111-215	112-146

Weekly Pivots for week ending 29-Aug-2008
	Classic	Woodie	Camarilla	DeMark
R4	113-293	113-197	112-101
R3	113-073	112-297	112-040
R2	112-173	112-173	112-020
R1	112-077	112-077	112-000	112-125
PP	111-273	111-273	111-273	111-298
S1	111-177	111-177	111-280	111-225
S2	111-053	111-053	111-260
S3	110-153	110-277	111-240
S4	109-253	110-057	111-179

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	112-222	111-170	1-052	1.0%	0-173	0.5%	97%	True	False	560,860
10	112-222	111-100	1-122	1.2%	0-168	0.5%	98%	True	False	349,918
20	112-222	110-070	2-152	2.2%	0-165	0.5%	99%	True	False	182,916
40	112-222	109-050	3-172	3.1%	0-170	0.5%	99%	True	False	92,302

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	0-041
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	114-092
2.618	113-216
1.618	113-096
1.000	113-022
0.618	112-296
HIGH	112-222
0.618	112-176
0.500	112-162
0.382	112-148
LOW	112-102
0.618	112-028
1.000	111-302
1.618	111-228
2.618	111-108
4.250	110-232

Fisher Pivots for day following 03-Sep-2008
Pivot	1 day	3 day
R1	112-195	112-153
PP	112-179	112-095
S1	112-162	112-036

Download as Excel Spreadsheet

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

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