ECBOT 5 Year T-Note Future December 2008

Trading Metrics calculated at close of trading on 22-Sep-2008

Day Change Summary
	Previous	Current
	19-Sep-2008	22-Sep-2008	Change	Change %	Previous Week
Open	113-242	112-000	-1-242	-1.5%	113-065
High	113-255	112-087	-1-168	-1.3%	115-000
Low	111-180	111-147	-0-033	-0.1%	111-180
Close	112-032	111-312	-0-040	-0.1%	112-032
Range	2-075	0-260	-1-135	-63.6%	3-140
ATR	1-014	1-009	-0-005	-1.6%	0-000
Volume	875,218	793,834	-81,384	-9.3%	4,940,973

Daily Pivots for day following 22-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	114-109	113-310	112-135
R3	113-169	113-050	112-064
R2	112-229	112-229	112-040
R1	112-110	112-110	112-016	112-040
PP	111-289	111-289	111-289	111-253
S1	111-170	111-170	111-288	111-100
S2	111-029	111-029	111-264
S3	110-089	110-230	111-240
S4	109-149	109-290	111-169

Weekly Pivots for week ending 19-Sep-2008
	Classic	Woodie	Camarilla	DeMark
R4	123-064	121-028	113-317
R3	119-244	117-208	113-014
R2	116-104	116-104	112-234
R1	114-068	114-068	112-133	113-176
PP	112-284	112-284	112-284	112-178
S1	110-248	110-248	111-251	110-036
S2	109-144	109-144	111-150
S3	106-004	107-108	111-050
S4	102-184	103-288	110-067

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	115-000	111-147	3-173	3.2%	1-176	1.4%	15%	False	True	943,660
10	115-000	111-147	3-173	3.2%	1-060	1.1%	15%	False	True	937,389
20	115-000	111-062	3-258	3.4%	0-299	0.8%	21%	False	False	726,254
40	115-000	109-260	5-060	4.6%	0-229	0.6%	42%	False	False	373,428

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	0-102
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	115-232
2.618	114-128
1.618	113-188
1.000	113-027
0.618	112-248
HIGH	112-087
0.618	111-308
0.500	111-277
0.382	111-246
LOW	111-147
0.618	110-306
1.000	110-207
1.618	110-046
2.618	109-106
4.250	108-002

Fisher Pivots for day following 22-Sep-2008
Pivot	1 day	3 day
R1	111-300	113-062
PP	111-289	112-252
S1	111-277	112-122

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

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