ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 10-Sep-2008

Day Change Summary
	Previous	Current
	09-Sep-2008	10-Sep-2008	Change	Change %	Previous Week
Open	112-132	112-317	0-185	0.5%	111-292
High	113-002	113-022	0-020	0.1%	113-175
Low	112-017	112-130	0-113	0.3%	111-197
Close	112-275	112-222	-0-053	-0.1%	112-237
Range	0-305	0-212	-0-093	-30.5%	1-298
ATR	0-216	0-215	0-000	-0.1%	0-000
Volume	1,025,488	834,870	-190,618	-18.6%	2,291,145

Daily Pivots for day following 10-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-227	114-117	113-019
R3	114-015	113-225	112-280
R2	113-123	113-123	112-261
R1	113-013	113-013	112-241	112-282
PP	112-231	112-231	112-231	112-206
S1	112-121	112-121	112-203	112-070
S2	112-019	112-019	112-183
S3	111-127	111-229	112-164
S4	110-235	111-017	112-105

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	111-062	2-113	2.1%	0-310	0.9%	64%	False	False	749,869
10	113-175	111-062	2-113	2.1%	0-241	0.7%	64%	False	False	655,364
20	113-175	110-290	2-205	2.3%	0-197	0.5%	68%	False	False	369,328
40	113-175	109-050	4-125	3.9%	0-181	0.5%	81%	False	False	185,897

Crabel Price Patterns
NR	True
NR4	True
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	0-072
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	115-283
2.618	114-257
1.618	114-045
1.000	113-234
0.618	113-153
HIGH	113-022
0.618	112-261
0.500	112-236
0.382	112-211
LOW	112-130
0.618	111-319
1.000	111-238
1.618	111-107
2.618	110-215
4.250	109-189

Fisher Pivots for day following 10-Sep-2008
Pivot	1 day	3 day
R1	112-236	112-162
PP	112-231	112-102
S1	112-227	112-042

Download as Excel Spreadsheet

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

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