ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 11-Sep-2008

Day Change Summary
	Previous	Current
	10-Sep-2008	11-Sep-2008	Change	Change %	Previous Week
Open	112-317	112-240	-0-077	-0.2%	111-292
High	113-022	113-075	0-053	0.1%	113-175
Low	112-130	112-202	0-072	0.2%	111-197
Close	112-222	112-260	0-038	0.1%	112-237
Range	0-212	0-193	-0-019	-9.0%	1-298
ATR	0-215	0-214	-0-002	-0.7%	0-000
Volume	834,870	865,436	30,566	3.7%	2,291,145

Daily Pivots for day following 11-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-225	114-115	113-046
R3	114-032	113-242	112-313
R2	113-159	113-159	112-295
R1	113-049	113-049	112-278	113-104
PP	112-286	112-286	112-286	112-313
S1	112-176	112-176	112-242	112-231
S2	112-093	112-093	112-225
S3	111-220	111-303	112-207
S4	111-027	111-110	112-154

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%	69%	False	False	813,415
10	113-175	111-062	2-113	2.1%	0-243	0.7%	69%	False	False	685,543
20	113-175	110-290	2-205	2.3%	0-198	0.5%	72%	False	False	412,207
40	113-175	109-050	4-125	3.9%	0-179	0.5%	83%	False	False	207,533

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-069
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	115-255
2.618	114-260
1.618	114-067
1.000	113-268
0.618	113-194
HIGH	113-075
0.618	113-001
0.500	112-298
0.382	112-276
LOW	112-202
0.618	112-083
1.000	112-009
1.618	111-210
2.618	111-017
4.250	110-022

Fisher Pivots for day following 11-Sep-2008
Pivot	1 day	3 day
R1	112-298	112-242
PP	112-286	112-224
S1	112-273	112-206

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

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