ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 05-Sep-2008

Day Change Summary
	Previous	Current
	04-Sep-2008	05-Sep-2008	Change	Change %	Previous Week
Open	112-192	113-020	0-148	0.4%	111-292
High	113-010	113-175	0-165	0.5%	113-175
Low	112-137	112-100	-0-037	-0.1%	111-197
Close	112-297	112-237	-0-060	-0.2%	112-237
Range	0-193	1-075	0-202	104.7%	1-298
ATR	0-171	0-187	0-016	9.4%	0-000
Volume	547,704	546,169	-1,535	-0.3%	2,291,145

Daily Pivots for day following 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	116-182	115-285	113-134
R3	115-107	114-210	113-026
R2	114-032	114-032	112-309
R1	113-135	113-135	112-273	113-046
PP	112-277	112-277	112-277	112-233
S1	112-060	112-060	112-201	111-291
S2	111-202	111-202	112-165
S3	110-127	110-305	112-128
S4	109-052	109-230	112-020

Weekly Pivots for week ending 05-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	118-137	117-165	113-257
R3	116-159	115-187	113-087
R2	114-181	114-181	113-030
R1	113-209	113-209	112-294	114-035
PP	112-203	112-203	112-203	112-276
S1	111-231	111-231	112-180	112-057
S2	110-225	110-225	112-124
S3	108-247	109-253	112-067
S4	106-269	107-275	111-217

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	113-175	111-170	2-005	1.8%	0-233	0.6%	60%	True	False	551,259
10	113-175	111-100	2-075	2.0%	0-192	0.5%	64%	True	False	443,144
20	113-175	110-180	2-315	2.6%	0-174	0.5%	73%	True	False	236,818
40	113-175	109-050	4-125	3.9%	0-177	0.5%	82%	True	False	119,535

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 49 trading days

Fibonacci Retracements and Extensions
4.250	118-254
2.618	116-249
1.618	115-174
1.000	114-250
0.618	114-099
HIGH	113-175
0.618	113-024
0.500	112-298
0.382	112-251
LOW	112-100
0.618	111-176
1.000	111-025
1.618	110-101
2.618	109-026
4.250	107-021

Fisher Pivots for day following 05-Sep-2008
Pivot	1 day	3 day
R1	112-298	112-298
PP	112-277	112-277
S1	112-257	112-257

Download as Excel Spreadsheet

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

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