ECBOT 5 Year T-Note Future September 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 112-280 113-300 1-020 0.9% 111-240
High 112-280 113-300 1-020 0.9% 113-300
Low 112-280 113-300 1-020 0.9% 111-240
Close 112-280 113-300 1-020 0.9% 113-300
Range
ATR 0-107 0-124 0-017 15.5% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 113-300 113-300 113-300
R3 113-300 113-300 113-300
R2 113-300 113-300 113-300
R1 113-300 113-300 113-300 113-300
PP 113-300 113-300 113-300 113-300
S1 113-300 113-300 113-300 113-300
S2 113-300 113-300 113-300
S3 113-300 113-300 113-300
S4 113-300 113-300 113-300
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 119-247 119-013 115-045
R3 117-187 116-273 114-172
R2 115-127 115-127 114-108
R1 114-213 114-213 114-044 115-010
PP 113-067 113-067 113-067 113-125
S1 112-153 112-153 113-236 112-270
S2 111-007 111-007 113-172
S3 108-267 110-093 113-108
S4 106-207 108-033 112-235
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 113-300 111-240 2-060 1.9% 0-000 0.0% 100% True False 2
10 113-300 111-150 2-150 2.2% 0-000 0.0% 100% True False 2
20 113-300 111-150 2-150 2.2% 0-000 0.0% 100% True 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
4.250 113-300
2.618 113-300
1.618 113-300
1.000 113-300
0.618 113-300
HIGH 113-300
0.618 113-300
0.500 113-300
0.382 113-300
LOW 113-300
0.618 113-300
1.000 113-300
1.618 113-300
2.618 113-300
4.250 113-300
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 113-300 113-207
PP 113-300 113-113
S1 113-300 113-020

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

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