ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 25-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 25-Feb-2008 Change Change % Previous Week
Open 112-110 111-240 -0-190 -0.5% 111-250
High 112-110 111-240 -0-190 -0.5% 112-110
Low 112-110 111-240 -0-190 -0.5% 111-150
Close 112-110 111-240 -0-190 -0.5% 112-110
Range
ATR 0-097 0-103 0-007 6.9% 0-000
Volume 2 2 0 0.0% 6
Daily Pivots for day following 25-Feb-2008
Classic Woodie Camarilla DeMark
R4 111-240 111-240 111-240
R3 111-240 111-240 111-240
R2 111-240 111-240 111-240
R1 111-240 111-240 111-240 111-240
PP 111-240 111-240 111-240 111-240
S1 111-240 111-240 111-240 111-240
S2 111-240 111-240 111-240
S3 111-240 111-240 111-240
S4 111-240 111-240 111-240
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 114-217 114-123 112-264
R3 113-257 113-163 112-187
R2 112-297 112-297 112-161
R1 112-203 112-203 112-136 112-250
PP 112-017 112-017 112-017 112-040
S1 111-243 111-243 112-084 111-290
S2 111-057 111-057 112-059
S3 110-097 110-283 112-033
S4 109-137 110-003 111-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 112-130 111-150 0-300 0.8% 0-000 0.0% 30% False False 2
10 112-310 111-150 1-160 1.3% 0-000 0.0% 19% False False 2
Crabel Price Patterns
NR False
NR4 False
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 0-000
Fibonacci Retracements and Extensions
4.250 111-240
2.618 111-240
1.618 111-240
1.000 111-240
0.618 111-240
HIGH 111-240
0.618 111-240
0.500 111-240
0.382 111-240
LOW 111-240
0.618 111-240
1.000 111-240
1.618 111-240
2.618 111-240
4.250 111-240
Fisher Pivots for day following 25-Feb-2008
Pivot 1 day 3 day
R1 111-240 111-290
PP 111-240 111-273
S1 111-240 111-257

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

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