ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 04-Sep-2008

Day Change Summary
	Previous	Current
	03-Sep-2008	04-Sep-2008	Change	Change %	Previous Week
Open	112-135	112-192	0-057	0.2%	111-170
High	112-222	113-010	0-108	0.3%	112-050
Low	112-102	112-137	0-035	0.1%	111-150
Close	112-212	112-297	0-085	0.2%	111-300
Range	0-120	0-193	0-073	60.8%	0-220
ATR	0-169	0-171	0-002	1.0%	0-000
Volume	711,801	547,704	-164,097	-23.1%	2,064,942

Daily Pivots for day following 04-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-194	114-118	113-083
R3	114-001	113-245	113-030
R2	113-128	113-128	113-012
R1	113-052	113-052	112-315	113-090
PP	112-255	112-255	112-255	112-274
S1	112-179	112-179	112-279	112-217
S2	112-062	112-062	112-262
S3	111-189	111-306	112-244
S4	110-316	111-113	112-191

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	113-010	111-170	1-160	1.3%	0-176	0.5%	93%	True	False	557,672
10	113-010	111-100	1-230	1.5%	0-170	0.5%	94%	True	False	399,107
20	113-010	110-180	2-150	2.2%	0-165	0.5%	96%	True	False	209,991
40	113-010	109-050	3-280	3.4%	0-170	0.5%	97%	True	False	105,925

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	0-042
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	115-190
2.618	114-195
1.618	114-002
1.000	113-203
0.618	113-129
HIGH	113-010
0.618	112-256
0.500	112-234
0.382	112-211
LOW	112-137
0.618	112-018
1.000	111-264
1.618	111-145
2.618	110-272
4.250	109-277

Fisher Pivots for day following 04-Sep-2008
Pivot	1 day	3 day
R1	112-276	112-232
PP	112-255	112-168
S1	112-234	112-104

Download as Excel Spreadsheet

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

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