ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 112-020 112-060 0-040 0.1% 111-250
High 112-020 112-060 0-040 0.1% 112-110
Low 112-020 112-060 0-040 0.1% 111-150
Close 112-020 112-060 0-040 0.1% 112-110
Range
ATR 0-103 0-099 -0-005 -4.4% 0-000
Volume 2 2 0 0.0% 6
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 112-060 112-060 112-060
R3 112-060 112-060 112-060
R2 112-060 112-060 112-060
R1 112-060 112-060 112-060 112-060
PP 112-060 112-060 112-060 112-060
S1 112-060 112-060 112-060 112-060
S2 112-060 112-060 112-060
S3 112-060 112-060 112-060
S4 112-060 112-060 112-060
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
5 112-110 111-150 0-280 0.8% 0-000 0.0% 82% False False 2
10 112-250 111-150 1-100 1.2% 0-000 0.0% 55% 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
4.250 112-060
2.618 112-060
1.618 112-060
1.000 112-060
0.618 112-060
HIGH 112-060
0.618 112-060
0.500 112-060
0.382 112-060
LOW 112-060
0.618 112-060
1.000 112-060
1.618 112-060
2.618 112-060
4.250 112-060
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 112-060 112-037
PP 112-060 112-013
S1 112-060 111-310

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

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